+19.3%
IQV vs KIM
+45.1%
-25.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.2% |
| 30D | +6.2% | -1.1% | +7.3% | +6.7% |
| 3M | +38.0% | -5.3% | +43.3% | +41.5% |
| 6M | +43.9% | +3.9% | +40.0% | +40.3% |
| YTD | +14.0% | +20.3% | -6.3% | +1.8% |
| 1Y | +35.5% | +10.4% | +25.1% | +27.1% |
| All | +19.3% | +45.1% | -25.8% | -5.4% |
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 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