+169.3%
KEY vs IQV
+233.5%
-64.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -0.3% | -2.6% | +2.3% | +1.0% |
| 30D | -3.3% | +6.2% | -9.5% | -6.4% |
| 3M | -0.7% | +38.0% | -38.7% | -17.3% |
| 6M | +12.5% | +43.9% | -31.4% | -9.8% |
| YTD | +8.4% | +14.0% | -5.6% | -3.0% |
| 1Y | +18.4% | +35.5% | -17.1% | -4.9% |
| 3Y | +123.3% | +20.3% | +103.0% | +83.2% |
| 5Y | +38.8% | -1.6% | +40.5% | +24.8% |
| 10Y | +169.3% | +233.4% | -64.1% | +28.8% |
| All | +169.3% | +233.5% | -64.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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