+6.1%
IOVA vs KIM
+29.1%
-23.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +37.2% | -1.7% | +38.9% | +38.0% |
| 3M | +117.5% | -0.8% | +118.3% | +117.3% |
| 6M | +69.6% | +4.4% | +65.2% | +66.6% |
| YTD | +218.7% | +21.2% | +197.4% | +195.8% |
| 1Y | +265.5% | +10.5% | +255.0% | +251.3% |
| 3Y | +46.2% | +47.5% | -1.3% | +29.8% |
| 5Y | -63.2% | +37.1% | -100.3% | -66.8% |
| 10Y | +6.1% | +29.5% | -23.4% | +2.2% |
| All | +6.1% | +29.1% | -23.0% | +2.2% |
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 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