+273.8%
ROIV vs KIM
+122.5%
+151.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +5.3% | +4.1% | +1.3% | +3.9% |
| 30D | +11.9% | +16.8% | -4.9% | +5.7% |
| 3M | +10.7% | +5.7% | +5.0% | +8.5% |
| 6M | +34.9% | +9.7% | +25.2% | +30.0% |
| YTD | +79.2% | +30.2% | +48.9% | +62.0% |
| 1Y | +89.0% | +32.1% | +56.9% | +69.7% |
| 3Y | +337.3% | +58.6% | +278.8% | +264.6% |
| 5Y | +402.3% | +31.2% | +371.2% | +337.6% |
| All | +273.8% | +122.5% | +151.4% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling