+167.0%
KEY vs IOVA
+6.6%
+160.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | +2.7% | +5.1% | -2.3% | +2.3% |
| 30D | -3.2% | +37.2% | -40.4% | -6.1% |
| 3M | +1.0% | +117.5% | -116.5% | -7.3% |
| 6M | +11.9% | +69.6% | -57.7% | +4.2% |
| YTD | +8.7% | +218.7% | -210.0% | -5.6% |
| 1Y | +18.5% | +265.5% | -247.1% | +0.5% |
| 3Y | +124.0% | +46.2% | +77.7% | +90.6% |
| 5Y | +40.8% | -63.2% | +104.1% | +28.0% |
| 10Y | +167.0% | +6.1% | +160.9% | +120.0% |
| All | +167.0% | +6.6% | +160.4% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling