-92.7%
IOVA vs KIM
+213.4%
-306.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -5.2% | +4.1% | -9.3% | -6.6% |
| 30D | -37.8% | +16.8% | -54.6% | -41.7% |
| 3M | +29.5% | +5.7% | +23.8% | +25.6% |
| 6M | +96.6% | +9.7% | +86.9% | +87.5% |
| YTD | +194.5% | +30.2% | +164.3% | +163.8% |
| 1Y | +248.1% | +32.1% | +215.9% | +210.5% |
| 3Y | +86.1% | +58.6% | +27.5% | +59.1% |
| 5Y | -67.8% | +31.2% | -99.0% | -71.2% |
| 10Y | +38.6% | +66.7% | -28.0% | +11.8% |
| All | -92.7% | +213.4% | -306.1% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling