+192.9%
KMI vs ROIV
+298.2%
-105.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -1.8% | +22.3% | -24.1% | -2.5% |
| 30D | +0.1% | +16.9% | -16.8% | -0.5% |
| 3M | +1.2% | +43.9% | -42.8% | -0.2% |
| 6M | -3.9% | +41.6% | -45.5% | -5.2% |
| YTD | +17.5% | +92.7% | -75.1% | +14.5% |
| 1Y | +22.6% | +210.2% | -187.5% | +17.3% |
| 3Y | +116.3% | +231.8% | -115.5% | +105.1% |
| 5Y | +157.6% | +319.8% | -162.2% | +133.9% |
| All | +192.9% | +298.2% | -105.3% | +163.3% |
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