-55.4%
IONS vs KIM
+31.8%
-87.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.0% | -22.4% | -21.5% |
| 7D | -24.8% | +2.8% | -27.7% | -25.2% |
| 30D | -31.5% | +16.3% | -47.9% | -33.8% |
| 3M | -45.2% | +6.6% | -51.8% | -46.0% |
| 6M | -59.1% | +12.3% | -71.4% | -59.8% |
| YTD | -60.8% | +31.6% | -92.4% | -62.7% |
| All | -55.4% | +31.8% | -87.2% | -57.8% |
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