+378.0%
IOVA vs KIM
+33.1%
+344.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.0% | +0.4% |
| 7D | -41.3% | +10.6% | -51.9% | -37.6% |
| 30D | -38.5% | +17.5% | -56.0% | -34.9% |
| 3M | +99.5% | +4.7% | +94.8% | +114.4% |
| 6M | +126.0% | +13.1% | +112.8% | +133.0% |
| YTD | +218.7% | +32.1% | +186.6% | +211.0% |
| 1Y | +378.0% | +32.7% | +345.4% | +364.1% |
| All | +378.0% | +33.1% | +344.9% | +364.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling