+192.8%
KMI vs ROIV
+232.7%
-39.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.9% |
| 3M | 0.0% | +18.3% | -18.3% | -0.6% |
| 6M | -5.7% | +18.3% | -24.0% | -6.3% |
| YTD | +17.5% | +61.0% | -43.5% | +15.2% |
| 1Y | +22.3% | +177.9% | -155.6% | +17.4% |
| 3Y | +111.9% | +199.1% | -87.1% | +102.0% |
| 5Y | +151.8% | +250.7% | -98.9% | +130.2% |
| All | +192.8% | +232.7% | -39.9% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling