+265.5%
IOVA vs KIM
+10.5%
+255.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +37.2% | -1.7% | +38.9% | +37.9% |
| 3M | +117.5% | -0.8% | +118.3% | +114.8% |
| 6M | +69.6% | +4.4% | +65.2% | +61.5% |
| YTD | +218.7% | +21.2% | +197.4% | +174.1% |
| 1Y | +265.5% | +10.5% | +255.0% | +237.8% |
| All | +265.5% | +10.5% | +255.1% | +237.8% |
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