-92.0%
IOVA vs KIM
+189.8%
-281.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.7% | +0.4% | +9.3% | +9.6% |
| 30D | +102.5% | -4.0% | +106.5% | +105.0% |
| 3M | +100.7% | +0.5% | +100.1% | +99.4% |
| 6M | +106.3% | +3.6% | +102.7% | +103.3% |
| YTD | +222.0% | +20.4% | +201.5% | +199.6% |
| 1Y | +299.5% | +9.7% | +289.8% | +285.3% |
| 3Y | +42.9% | +46.0% | -3.1% | +27.1% |
| 5Y | -65.0% | +34.4% | -99.4% | -68.3% |
| 10Y | +10.3% | +29.3% | -19.0% | -1.4% |
| All | -92.0% | +189.8% | -281.8% | -93.4% |
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