-19.2%
IONS vs KIM
+65.6%
-84.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.0% | -22.4% | -21.6% |
| 7D | -24.8% | +2.8% | -27.7% | -25.4% |
| 30D | -31.5% | +16.3% | -47.9% | -34.0% |
| 3M | -45.2% | +6.6% | -51.8% | -46.1% |
| 6M | -59.1% | +12.3% | -71.4% | -60.2% |
| YTD | -60.8% | +31.6% | -92.4% | -63.4% |
| 1Y | -57.9% | +31.5% | -89.4% | -60.6% |
| 3Y | -34.5% | +68.0% | -102.5% | -42.5% |
| 5Y | -8.8% | +38.7% | -47.5% | -17.1% |
| 10Y | -19.2% | +65.7% | -84.9% | -35.0% |
| All | -19.2% | +65.6% | -84.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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