+882.1%
KDP vs IOVA
-92.3%
+974.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.7% |
| 7D | +2.2% | -5.2% | +7.4% | +2.2% |
| 30D | +19.9% | -37.8% | +57.7% | +20.3% |
| 3M | +21.5% | +29.5% | -8.0% | +21.0% |
| 6M | +30.1% | +96.6% | -66.5% | +28.8% |
| YTD | +34.9% | +194.5% | -159.6% | +32.9% |
| 1Y | +43.4% | +248.1% | -204.7% | +41.0% |
| 3Y | +29.1% | +86.1% | -57.0% | +26.6% |
| 5Y | +15.0% | -67.8% | +82.8% | +13.6% |
| 10Y | +234.1% | +38.6% | +195.5% | +227.5% |
| All | +882.1% | -92.3% | +974.4% | +861.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling