+117.9%
KMI vs IOVA
-93.9%
+211.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +1.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | -3.4% | -47.4% | +44.0% | -2.6% |
| 3M | +1.8% | +13.2% | -11.4% | +1.2% |
| 6M | +0.4% | +114.3% | -113.9% | -1.4% |
| YTD | +20.8% | +179.5% | -158.7% | +17.8% |
| 1Y | +23.0% | +200.4% | -177.4% | +19.7% |
| 3Y | +123.3% | +92.2% | +31.1% | +115.7% |
| 5Y | +149.8% | -63.8% | +213.6% | +144.6% |
| 10Y | +159.0% | +0.4% | +158.6% | +148.9% |
| All | +117.9% | -93.9% | +211.8% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling