+323.8%
IVV vs KMI
+137.0%
+186.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -1.0% | +3.7% | -4.6% | -2.4% |
| 3M | +3.9% | +3.2% | +0.7% | +2.3% |
| 6M | +14.5% | -3.0% | +17.5% | +15.0% |
| YTD | +12.9% | +19.7% | -6.8% | +4.7% |
| 1Y | +19.4% | +25.6% | -6.3% | +8.4% |
| 3Y | +78.8% | +120.2% | -41.4% | +29.1% |
| 5Y | +82.2% | +160.5% | -78.3% | +22.4% |
| All | +323.8% | +137.0% | +186.8% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling