+318.6%
KGC vs IONS
-16.4%
+335.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | +10.5% | -9.4% | +19.9% | +11.7% |
| 30D | -4.1% | -10.7% | +6.7% | -2.9% |
| 3M | -13.1% | -27.7% | +14.6% | -10.1% |
| 6M | -27.5% | -48.7% | +21.2% | -23.4% |
| YTD | -20.7% | -50.2% | +29.5% | -15.8% |
| 1Y | -6.1% | -46.8% | +40.7% | -0.8% |
| 3Y | +318.6% | -14.8% | +333.4% | +324.1% |
| All | +318.6% | -16.4% | +335.0% | +324.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling