-43.1%
KHC vs IONS
+4.9%
-48.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -4.8% | +3.1% | -1.5% |
| 30D | -1.9% | +7.2% | -9.1% | -2.3% |
| 3M | +14.4% | -22.7% | +37.1% | +15.8% |
| 6M | +8.7% | -26.9% | +35.6% | +10.4% |
| YTD | +7.8% | -26.6% | +34.3% | +9.3% |
| 1Y | -1.5% | -2.1% | +0.6% | -1.9% |
| 3Y | -9.9% | +43.4% | -53.3% | -13.7% |
| 5Y | -10.7% | +47.0% | -57.7% | -15.7% |
| 10Y | -55.7% | +97.2% | -152.9% | -59.1% |
| All | -43.1% | +4.9% | -48.0% | -46.0% |
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 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