+45.5%
IQV vs KIM
+9.1%
+36.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | +13.4% | -5.1% | +18.5% | +13.8% |
| 3M | +43.3% | -0.6% | +43.9% | +44.1% |
| 6M | +50.5% | +2.4% | +48.1% | +50.9% |
| YTD | +18.8% | +19.0% | -0.2% | +15.3% |
| 1Y | +45.5% | +8.4% | +37.0% | +49.0% |
| All | +45.5% | +9.1% | +36.3% | +49.0% |
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 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