+193.4%
KMI vs ROIV
+292.3%
-98.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | -5.1% | +14.3% | -19.4% | -5.5% |
| 30D | -3.1% | +16.2% | -19.4% | -3.6% |
| 3M | +0.2% | +15.1% | -14.9% | -0.3% |
| 6M | +1.1% | +44.2% | -43.1% | -0.3% |
| YTD | +17.7% | +89.8% | -72.1% | +14.8% |
| 1Y | +19.6% | +94.6% | -75.0% | +16.4% |
| 3Y | +117.6% | +367.5% | -249.9% | +105.1% |
| 5Y | +143.1% | +421.4% | -278.3% | +119.4% |
| All | +193.4% | +292.3% | -98.9% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling