-51.2%
KHC vs IONS
-36.2%
-15.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.1% |
| 7D | -3.3% | -29.6% | +26.3% | -1.2% |
| 30D | +9.1% | -35.6% | +44.7% | +12.2% |
| 3M | +1.4% | -51.7% | +53.1% | +6.2% |
| 6M | +8.4% | -64.0% | +72.3% | +15.5% |
| YTD | +6.2% | -65.5% | +71.7% | +13.4% |
| 1Y | +5.7% | -62.4% | +68.1% | +12.1% |
| 3Y | -12.0% | -41.1% | +29.1% | -11.3% |
| 5Y | -15.3% | -16.5% | +1.1% | -19.2% |
| All | -51.2% | -36.2% | -15.0% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling