+376.1%
ROIV vs KIM
+33.6%
+342.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +9.2% | -0.7% | +9.9% | +9.5% |
| 30D | +19.9% | +13.4% | +6.5% | +13.2% |
| 3M | +10.6% | +6.5% | +4.1% | +7.4% |
| 6M | +36.1% | +10.6% | +25.5% | +29.3% |
| YTD | +84.3% | +29.9% | +54.4% | +62.0% |
| 1Y | +87.6% | +29.6% | +58.0% | +64.9% |
| 3Y | +353.9% | +64.1% | +289.9% | +247.9% |
| 5Y | +376.1% | +35.3% | +340.8% | +322.2% |
| All | +376.1% | +33.6% | +342.5% | +322.2% |
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