-50.5%
IONS vs KIM
+6.8%
-57.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.7% | -9.1% |
| 7D | -30.3% | +2.8% | -33.0% | -30.5% |
| 30D | -37.7% | +15.9% | -53.6% | -42.7% |
| 3M | -50.5% | +7.8% | -58.3% | -49.9% |
| All | -50.5% | +6.8% | -57.3% | -49.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling