+235.9%
ROIV vs KIM
+105.8%
+130.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.0% | -4.0% | +4.9% | +2.4% |
| 3M | +18.3% | +0.5% | +17.7% | +17.6% |
| 6M | +18.3% | +3.6% | +14.7% | +16.4% |
| YTD | +61.0% | +20.4% | +40.5% | +49.7% |
| 1Y | +177.9% | +9.7% | +168.2% | +166.9% |
| 3Y | +199.1% | +46.0% | +153.1% | +156.7% |
| 5Y | +250.7% | +34.4% | +216.3% | +213.7% |
| All | +235.9% | +105.8% | +130.1% | +204.1% |
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