+1,018.0%
KEYS vs IQV
+242.6%
+775.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.3% |
| 7D | +3.5% | -2.2% | +5.7% | +4.4% |
| 30D | -4.5% | +8.3% | -12.8% | -7.9% |
| 3M | -0.4% | +44.6% | -45.0% | -17.3% |
| 6M | +19.1% | +52.6% | -33.4% | -5.2% |
| YTD | +66.7% | +16.1% | +50.5% | +49.4% |
| 1Y | +96.5% | +37.3% | +59.2% | +61.2% |
| 3Y | +155.2% | +21.6% | +133.6% | +114.2% |
| 5Y | +88.0% | +0.5% | +87.5% | +71.3% |
| All | +1,018.0% | +242.6% | +775.4% | +468.4% |
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