+36.9%
IQV vs KIM
+65.6%
-28.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +1.2% | +14.1% | -12.9% | -4.8% |
| 3M | +9.8% | +6.0% | +3.8% | +6.8% |
| 6M | +53.8% | +13.2% | +40.6% | +44.3% |
| YTD | +17.6% | +30.4% | -12.8% | +1.4% |
| 1Y | +18.6% | +31.0% | -12.4% | +1.9% |
| 3Y | +36.9% | +67.6% | -30.7% | +9.1% |
| All | +36.9% | +65.6% | -28.7% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling