+25.0%
IQV vs KIM
+33.1%
-8.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.7% |
| 7D | -5.5% | +10.6% | -16.1% | -4.7% |
| 30D | -0.9% | +17.5% | -18.3% | +0.1% |
| 3M | +15.6% | +4.7% | +10.9% | +16.4% |
| 6M | +63.9% | +13.1% | +50.8% | +66.3% |
| YTD | +17.0% | +32.1% | -15.0% | +17.2% |
| 1Y | +25.0% | +32.7% | -7.6% | +24.9% |
| All | +25.0% | +33.1% | -8.1% | +24.9% |
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