+389.2%
ROIV vs KIM
+34.6%
+354.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +17.6% | +14.1% | +3.5% | +10.6% |
| 3M | +9.0% | +6.0% | +3.0% | +6.0% |
| 6M | +35.3% | +13.2% | +22.0% | +27.1% |
| YTD | +82.2% | +30.4% | +51.8% | +59.8% |
| 1Y | +92.3% | +31.0% | +61.2% | +68.0% |
| 3Y | +336.8% | +67.6% | +269.2% | +230.7% |
| All | +389.2% | +34.6% | +354.7% | +329.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling