+371.9%
KEY vs IOVA
-91.6%
+463.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +2.2% | +9.7% | -7.5% | +2.0% |
| 30D | -3.0% | +102.5% | -105.6% | -4.9% |
| 3M | +3.3% | +100.7% | -97.4% | +1.2% |
| 6M | +9.2% | +106.3% | -97.1% | +6.6% |
| YTD | +10.6% | +222.0% | -211.3% | +6.6% |
| 1Y | +20.4% | +299.5% | -279.1% | +15.1% |
| 3Y | +121.8% | +42.9% | +78.9% | +113.4% |
| 5Y | +41.1% | -65.0% | +106.1% | +37.5% |
| 10Y | +168.5% | +10.3% | +158.2% | +155.9% |
| All | +371.9% | -91.6% | +463.6% | +324.8% |
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