+17.0%
KDP vs IOVA
-67.9%
+84.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.8% |
| 7D | +2.2% | -5.2% | +7.4% | +2.3% |
| 30D | +19.9% | -37.8% | +57.7% | +20.7% |
| 3M | +21.5% | +29.5% | -8.0% | +20.1% |
| 6M | +30.1% | +96.6% | -66.5% | +26.8% |
| YTD | +34.9% | +194.5% | -159.6% | +29.6% |
| 1Y | +43.4% | +248.1% | -204.7% | +36.9% |
| 3Y | +29.1% | +86.1% | -57.0% | +21.5% |
| All | +17.0% | -67.9% | +84.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling