+69.8%
IBIT vs KHC
-23.1%
+93.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +23.1% | -1.9% | +25.0% | +23.1% |
| 3M | +25.6% | +14.4% | +11.2% | +24.2% |
| 6M | +9.1% | +8.7% | +0.4% | +8.3% |
| YTD | -8.9% | +7.8% | -16.7% | -9.6% |
| 1Y | -27.5% | -1.5% | -25.9% | -27.5% |
| All | +69.8% | -23.1% | +93.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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