+56.4%
KKR vs IOVA
+99.0%
-42.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +1.6% | -3.5% | +5.1% | +1.9% |
| 30D | +14.5% | -45.4% | +59.9% | +18.4% |
| 3M | -15.0% | +19.0% | -34.0% | -18.0% |
| 6M | +1.0% | +112.0% | -111.0% | -8.6% |
| YTD | -22.6% | +184.2% | -206.9% | -33.1% |
| 1Y | -18.2% | +222.0% | -240.2% | -30.4% |
| 3Y | +56.4% | +92.6% | -36.2% | +29.4% |
| All | +56.4% | +99.0% | -42.6% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling