+94.2%
KEY vs IQV
+242.6%
-148.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.7% |
| 7D | +2.9% | -2.5% | +5.4% | +4.2% |
| 30D | +8.4% | +1.2% | +7.3% | +7.5% |
| 3M | -5.8% | +9.8% | -15.5% | -10.7% |
| 6M | +5.4% | +53.8% | -48.4% | -17.9% |
| YTD | +7.1% | +17.6% | -10.6% | -6.1% |
| 1Y | +26.8% | +18.6% | +8.2% | +10.6% |
| 3Y | +128.7% | +36.9% | +91.8% | +72.7% |
| 5Y | +13.6% | +4.1% | +9.5% | -1.1% |
| All | +94.2% | +242.6% | -148.4% | -6.2% |
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