-43.7%
KHC vs IONS
-28.8%
-14.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | +1.1% | -9.4% | +10.5% | +1.7% |
| 30D | +12.0% | -10.7% | +22.7% | +12.6% |
| 3M | +0.2% | -27.7% | +27.8% | +1.9% |
| 6M | +10.3% | -48.7% | +59.1% | +14.3% |
| YTD | +6.7% | -50.2% | +56.9% | +10.6% |
| 1Y | +10.9% | -46.8% | +57.7% | +14.4% |
| 3Y | -12.6% | -14.8% | +2.2% | -13.6% |
| 5Y | -16.3% | +17.0% | -33.3% | -20.2% |
| 10Y | -53.2% | +45.3% | -98.5% | -56.1% |
| All | -43.7% | -28.8% | -14.8% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling