+511.0%
IQV vs KIM
+74.2%
+436.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | +5.5% | -1.7% | +7.2% | +6.1% |
| 3M | +41.2% | -7.1% | +48.4% | +44.9% |
| 6M | +50.5% | +2.9% | +47.7% | +48.5% |
| YTD | +14.1% | +18.8% | -4.7% | +6.5% |
| 1Y | +39.9% | +9.4% | +30.5% | +34.5% |
| 3Y | +20.5% | +44.6% | -24.1% | +4.6% |
| 5Y | -1.2% | +37.9% | -39.2% | -13.2% |
| 10Y | +233.9% | +32.9% | +201.0% | +168.0% |
| All | +511.0% | +74.2% | +436.8% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling