+16.7%
IOVA vs KIM
+65.6%
-48.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +1.9% | +2.8% | -1.0% | +0.9% |
| 30D | -44.1% | +16.3% | -60.5% | -47.5% |
| 3M | +28.9% | +6.6% | +22.2% | +24.7% |
| 6M | +125.7% | +12.3% | +113.4% | +113.5% |
| YTD | +199.3% | +31.6% | +167.7% | +167.4% |
| 1Y | +255.2% | +31.5% | +223.7% | +217.9% |
| 3Y | +106.8% | +68.0% | +38.8% | +74.6% |
| 5Y | -67.1% | +38.7% | -105.8% | -70.9% |
| 10Y | +16.7% | +65.7% | -49.0% | -3.0% |
| All | +16.7% | +65.6% | -48.9% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling