-7.0%
IONS vs KIM
+10.5%
-17.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | +0.3% | -1.7% | +2.0% | +0.5% |
| 3M | -22.9% | -0.8% | -22.1% | -22.7% |
| 6M | -23.4% | +4.4% | -27.8% | -23.6% |
| YTD | -28.3% | +21.2% | -49.6% | -30.0% |
| 1Y | -7.0% | +10.5% | -17.6% | -9.6% |
| All | -7.0% | +10.5% | -17.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling