-55.4%
KHC vs IONS
+88.4%
-143.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -2.2% | -5.3% | +3.1% | -1.9% |
| 30D | -0.1% | +0.3% | -0.4% | -0.1% |
| 3M | +8.3% | -22.9% | +31.2% | +9.8% |
| 6M | +5.0% | -23.4% | +28.4% | +6.4% |
| YTD | +8.0% | -28.3% | +36.3% | +9.8% |
| 1Y | -1.1% | -7.0% | +5.9% | -1.2% |
| 3Y | -10.7% | +37.6% | -48.3% | -14.7% |
| 5Y | -13.5% | +53.4% | -66.9% | -19.4% |
| 10Y | -55.4% | +83.9% | -139.3% | -57.8% |
| All | -55.4% | +88.4% | -143.8% | -57.8% |
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