+326.3%
IONS vs KIM
+3,058.9%
-2,732.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -4.8% | +0.4% | -5.3% | -5.0% |
| 30D | +7.2% | -4.0% | +11.2% | +8.5% |
| 3M | -22.7% | +0.5% | -23.2% | -22.9% |
| 6M | -26.9% | +3.6% | -30.5% | -27.8% |
| YTD | -26.6% | +20.4% | -47.0% | -30.8% |
| 1Y | -2.1% | +9.7% | -11.8% | -5.2% |
| 3Y | +43.4% | +46.0% | -2.6% | +26.1% |
| 5Y | +47.0% | +34.4% | +12.5% | +30.5% |
| 10Y | +97.2% | +29.3% | +67.9% | +60.6% |
| All | +326.3% | +3,058.9% | -2,732.6% | +56.7% |
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 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