+26.8%
KDP vs IOVA
+99.0%
-72.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | +9.7% | -45.4% | +55.1% | +10.6% |
| 3M | +17.6% | +19.0% | -1.4% | +16.4% |
| 6M | +25.8% | +112.0% | -86.2% | +22.1% |
| YTD | +33.9% | +184.2% | -150.4% | +28.2% |
| 1Y | +38.9% | +222.0% | -183.1% | +32.4% |
| 3Y | +26.8% | +92.6% | -65.8% | +14.6% |
| All | +26.8% | +99.0% | -72.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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