+16.2%
KDP vs IONS
-11.8%
+28.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.3% |
| 7D | -0.8% | -26.3% | +25.5% | +0.4% |
| 30D | +9.7% | -31.9% | +41.7% | +11.4% |
| 3M | +17.6% | -48.0% | +65.6% | +20.9% |
| 6M | +25.8% | -62.6% | +88.3% | +31.3% |
| YTD | +33.9% | -63.3% | +97.1% | +39.8% |
| 1Y | +38.9% | -58.4% | +97.3% | +44.1% |
| 3Y | +26.8% | -38.2% | +65.0% | +27.8% |
| All | +16.2% | -11.8% | +28.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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