+754.4%
IGV vs KMI
+111.3%
+643.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | 0.0% | +3.7% | -3.7% | -1.2% |
| 3M | +7.3% | +3.2% | +4.2% | +6.0% |
| 6M | +16.7% | -3.0% | +19.7% | +17.0% |
| YTD | -2.8% | +19.7% | -22.5% | -8.8% |
| 1Y | -6.7% | +25.6% | -32.3% | -13.9% |
| 3Y | +41.1% | +120.2% | -79.1% | +9.0% |
| 5Y | +22.0% | +160.5% | -138.5% | -10.9% |
| 10Y | +357.9% | +134.8% | +223.1% | +227.8% |
| All | +754.4% | +111.3% | +643.1% | +461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling