+222.0%
KGC vs IQV
+4.0%
+218.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.7% |
| 7D | -6.7% | -2.5% | -4.2% | -6.1% |
| 30D | -6.7% | +1.2% | -7.8% | -6.8% |
| 3M | -22.6% | +9.8% | -32.3% | -24.1% |
| 6M | -33.4% | +53.8% | -87.2% | -39.5% |
| YTD | -26.0% | +17.6% | -43.6% | -29.2% |
| 1Y | -18.3% | +18.6% | -36.9% | -21.9% |
| 3Y | +315.8% | +36.9% | +278.9% | +274.8% |
| All | +222.0% | +4.0% | +218.0% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling