+2.4%
IQV vs KIM
+35.9%
-33.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.4% |
| 30D | +8.3% | -3.0% | +11.3% | +9.9% |
| 3M | +44.6% | -8.9% | +53.5% | +51.5% |
| 6M | +52.6% | +2.4% | +50.2% | +49.7% |
| YTD | +16.1% | +18.3% | -2.2% | +4.6% |
| 1Y | +37.3% | +8.2% | +29.1% | +29.9% |
| 3Y | +21.6% | +44.0% | -22.5% | -2.7% |
| All | +2.4% | +35.9% | -33.4% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling