+41.1%
IGV vs KHC
-9.9%
+51.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.3% | -2.2% | -1.1% | -3.3% |
| 30D | 0.0% | -0.1% | +0.1% | -0.1% |
| 3M | +7.3% | +8.3% | -1.0% | +7.4% |
| 6M | +16.7% | +5.0% | +11.8% | +16.9% |
| YTD | -2.8% | +8.0% | -10.8% | -2.6% |
| 1Y | -6.7% | -1.1% | -5.6% | -6.4% |
| 3Y | +41.1% | -10.7% | +51.8% | +37.7% |
| All | +41.1% | -9.9% | +51.1% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling