+111.9%
KMI vs IVZ
+134.9%
-23.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -1.8% | +1.2% | -2.9% | -2.2% |
| 30D | +0.1% | +1.8% | -1.7% | -0.7% |
| 3M | +1.2% | +15.7% | -14.6% | -4.6% |
| 6M | -3.9% | +36.3% | -40.2% | -15.1% |
| YTD | +17.5% | +24.9% | -7.4% | +6.3% |
| 1Y | +22.6% | +48.9% | -26.3% | +3.7% |
| 3Y | +116.3% | +136.8% | -20.5% | +47.4% |
| 5Y | +157.6% | +60.0% | +97.6% | +95.6% |
| 10Y | +136.6% | +63.4% | +73.2% | +58.5% |
| All | +111.9% | +134.9% | -23.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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