+630.3%
IVV vs KMI
+99.7%
+530.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | -10.8% | +8.1% | +0.7% |
| 30D | -5.4% | -5.0% | -0.4% | -4.0% |
| 3M | -4.1% | -3.4% | -0.7% | -3.4% |
| 6M | +0.7% | -3.4% | +4.1% | +1.1% |
| YTD | +8.7% | +13.1% | -4.4% | +3.5% |
| 1Y | +11.0% | +19.0% | -8.1% | +3.8% |
| 3Y | +75.4% | +106.1% | -30.7% | +36.0% |
| 5Y | +68.3% | +130.1% | -61.7% | +25.3% |
| 10Y | +315.5% | +151.9% | +163.6% | +188.2% |
| All | +630.3% | +99.7% | +530.6% | +387.2% |
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 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