+129.5%
KMI vs VIVK
-100.0%
+229.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.2% |
| 7D | -1.7% | -4.4% | +2.7% | -1.7% |
| 30D | -2.7% | -40.8% | +38.1% | -2.4% |
| 3M | -0.7% | -94.1% | +93.5% | +1.0% |
| 6M | -5.0% | -98.2% | +93.2% | -3.1% |
| YTD | +15.5% | -98.0% | +113.5% | +17.0% |
| 1Y | +16.4% | -100.0% | +116.4% | +21.0% |
| 3Y | +114.2% | -100.0% | +214.1% | +121.4% |
| 5Y | +153.3% | -100.0% | +253.2% | +161.9% |
| All | +129.5% | -100.0% | +229.5% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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