+86.1%
IOVA vs KIM
+57.8%
+28.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | -5.2% | +4.1% | -9.3% | -8.2% |
| 30D | -37.8% | +16.8% | -54.6% | -46.8% |
| 3M | +29.5% | +5.7% | +23.8% | +21.1% |
| 6M | +96.6% | +9.7% | +86.9% | +74.2% |
| YTD | +194.5% | +30.2% | +164.3% | +114.9% |
| 1Y | +248.1% | +32.1% | +215.9% | +150.6% |
| 3Y | +86.1% | +58.6% | +27.5% | +3.6% |
| All | +86.1% | +57.8% | +28.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling