+337.3%
ROIV vs KIM
+57.8%
+279.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +5.3% | +4.1% | +1.3% | +3.8% |
| 30D | +11.9% | +16.8% | -4.9% | +5.3% |
| 3M | +10.7% | +5.7% | +5.0% | +8.4% |
| 6M | +34.9% | +9.7% | +25.2% | +29.5% |
| YTD | +79.2% | +30.2% | +48.9% | +59.9% |
| 1Y | +89.0% | +32.1% | +56.9% | +67.4% |
| 3Y | +337.3% | +58.6% | +278.8% | +253.6% |
| All | +337.3% | +57.8% | +279.5% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling