-11.4%
IONS vs KIM
+34.6%
-45.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.1% | +6.3% |
| 7D | -26.3% | +0.1% | -26.4% | -26.4% |
| 30D | -31.9% | +14.1% | -46.1% | -35.3% |
| 3M | -48.0% | +6.0% | -54.0% | -49.2% |
| 6M | -62.6% | +13.2% | -75.8% | -64.3% |
| YTD | -63.3% | +30.4% | -93.6% | -66.9% |
| 1Y | -58.4% | +31.0% | -89.4% | -62.6% |
| 3Y | -38.2% | +67.6% | -105.9% | -50.5% |
| All | -11.4% | +34.6% | -45.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling