+364.4%
IGV vs KHC
-55.4%
+419.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.5% | -4.8% | +3.2% | -0.7% |
| 30D | -3.0% | +0.3% | -3.3% | -3.1% |
| 3M | +9.6% | +6.7% | +2.9% | +8.1% |
| 6M | +16.1% | +4.2% | +12.0% | +14.8% |
| YTD | -3.6% | +6.7% | -10.4% | -5.3% |
| 1Y | -7.8% | -1.4% | -6.4% | -8.1% |
| 3Y | +40.0% | -11.8% | +51.7% | +40.5% |
| 5Y | +21.2% | -13.4% | +34.6% | +20.5% |
| 10Y | +364.4% | -54.3% | +418.7% | +368.0% |
| All | +364.4% | -55.4% | +419.9% | +368.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling