+346.0%
KEY vs IOVA
-92.6%
+438.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.0% | +8.3% | -2.5% |
| 7D | -2.5% | -19.0% | +16.6% | -2.0% |
| 30D | +4.1% | -40.3% | +44.3% | +5.1% |
| 3M | -8.4% | +78.3% | -86.7% | -10.3% |
| 6M | -2.3% | +94.5% | -96.8% | -4.8% |
| YTD | +4.6% | +183.5% | -179.0% | +0.6% |
| 1Y | +24.6% | +327.6% | -303.1% | +18.4% |
| 3Y | +112.8% | +83.8% | +28.9% | +103.1% |
| 5Y | +12.9% | -69.0% | +82.0% | +9.8% |
| 10Y | +126.7% | +33.4% | +93.2% | +115.1% |
| All | +346.0% | -92.6% | +438.6% | +300.8% |
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