+117.2%
KMI vs IVZ
+113.3%
+3.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.1% |
| 7D | +6.5% | +7.6% | -1.1% | +3.9% |
| 30D | -3.4% | +4.3% | -7.8% | -5.2% |
| 3M | +0.4% | -9.3% | +9.7% | +3.2% |
| 6M | -0.9% | +5.2% | -6.2% | -4.2% |
| YTD | +20.5% | +13.4% | +7.0% | +12.1% |
| 1Y | +23.2% | +25.4% | -2.2% | +10.3% |
| 3Y | +121.6% | +152.5% | -30.9% | +46.4% |
| 5Y | +149.1% | +36.7% | +112.4% | +100.2% |
| 10Y | +158.3% | +45.0% | +113.3% | +79.6% |
| All | +117.2% | +113.3% | +3.9% | +23.8% |
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