-38.2%
IONS vs KIM
+65.6%
-103.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.1% | +6.3% |
| 7D | -26.3% | +0.1% | -26.4% | -26.3% |
| 30D | -31.9% | +14.1% | -46.1% | -34.7% |
| 3M | -48.0% | +6.0% | -54.0% | -48.9% |
| 6M | -62.6% | +13.2% | -75.8% | -64.0% |
| YTD | -63.3% | +30.4% | -93.6% | -66.3% |
| 1Y | -58.4% | +31.0% | -89.4% | -61.9% |
| 3Y | -38.2% | +67.6% | -105.9% | -51.2% |
| All | -38.2% | +65.6% | -103.8% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling