+1.1%
IOVA vs KIM
+63.0%
-62.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.5% |
| 7D | -1.4% | -0.7% | -0.8% | -1.2% |
| 30D | -47.4% | +13.4% | -60.8% | -50.1% |
| 3M | +13.2% | +6.5% | +6.7% | +9.6% |
| 6M | +114.3% | +10.6% | +103.7% | +103.9% |
| YTD | +179.5% | +29.9% | +149.6% | +150.8% |
| 1Y | +200.4% | +29.6% | +170.8% | +170.1% |
| 3Y | +92.2% | +64.1% | +28.1% | +63.5% |
| 5Y | -63.8% | +35.3% | -99.1% | -67.8% |
| All | +1.1% | +63.0% | -62.0% | -12.7% |
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