+41.2%
KEY vs IOVA
-64.9%
+106.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +2.2% | +9.7% | -7.5% | +1.5% |
| 30D | -3.0% | +102.5% | -105.6% | -8.9% |
| 3M | +3.3% | +100.7% | -97.4% | -3.4% |
| 6M | +9.2% | +106.3% | -97.1% | +0.9% |
| YTD | +10.6% | +222.0% | -211.3% | -2.4% |
| 1Y | +20.4% | +299.5% | -279.1% | +3.1% |
| 3Y | +121.8% | +42.9% | +78.9% | +92.9% |
| All | +41.2% | -64.9% | +106.1% | +31.7% |
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