+157.6%
KMI vs IOVA
-64.1%
+221.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -1.8% | -2.2% | +0.5% | -1.7% |
| 30D | +0.1% | +31.7% | -31.7% | -0.6% |
| 3M | +1.2% | +117.3% | -116.1% | -0.8% |
| 6M | -3.9% | +55.8% | -59.7% | -5.3% |
| YTD | +17.5% | +208.8% | -191.3% | +13.7% |
| 1Y | +22.6% | +255.7% | -233.1% | +18.0% |
| 3Y | +116.3% | +41.7% | +74.6% | +107.7% |
| 5Y | +157.6% | -64.9% | +222.5% | +159.1% |
| All | +157.6% | -64.1% | +221.7% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 5y: compounded portfolio wealth divided by compounded IOVA 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…
5y analysis · Full analysis span regression · 6 months rolling