-63.2%
IOVA vs KIM
+37.7%
-101.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.5% |
| 7D | +5.1% | -0.3% | +5.4% | +5.3% |
| 30D | +37.2% | -1.7% | +38.9% | +38.9% |
| 3M | +117.5% | -0.8% | +118.3% | +116.5% |
| 6M | +69.6% | +4.4% | +65.2% | +62.7% |
| YTD | +218.7% | +21.2% | +197.4% | +169.6% |
| 1Y | +265.5% | +10.5% | +255.0% | +233.6% |
| 3Y | +46.2% | +47.5% | -1.3% | +9.9% |
| 5Y | -63.2% | +37.1% | -100.3% | -71.0% |
| All | -63.2% | +37.7% | -101.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling