+189.3%
IONS vs KIM
+3,315.9%
-3,126.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -9.4% | +4.1% | -13.5% | -10.6% |
| 30D | -10.7% | +16.8% | -27.5% | -14.9% |
| 3M | -27.7% | +5.7% | -33.4% | -28.9% |
| 6M | -48.7% | +9.7% | -58.4% | -50.2% |
| YTD | -50.2% | +30.2% | -80.4% | -54.2% |
| 1Y | -46.8% | +32.1% | -78.9% | -51.3% |
| 3Y | -14.8% | +58.6% | -73.4% | -27.0% |
| 5Y | +17.0% | +31.2% | -14.1% | +4.8% |
| 10Y | +45.3% | +66.7% | -21.4% | +9.0% |
| All | +189.3% | +3,315.9% | -3,126.6% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling