+4.1%
KMB vs IOVA
+131.3%
-127.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -3.0% | +9.7% | -12.8% | -3.0% |
| 30D | -5.5% | +102.5% | -108.0% | -5.0% |
| 3M | +14.0% | +100.7% | -86.7% | +14.2% |
| 6M | +4.1% | +106.3% | -102.3% | +3.8% |
| All | +4.1% | +131.3% | -127.2% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling