+437.8%
IGV vs KHC
-41.6%
+479.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | +3.2% | -1.9% | +5.1% | +3.6% |
| 3M | +4.5% | +14.4% | -9.9% | +1.4% |
| 6M | +22.1% | +8.7% | +13.4% | +19.4% |
| YTD | -1.0% | +7.8% | -8.8% | -3.2% |
| 1Y | -2.1% | -1.5% | -0.6% | -2.5% |
| 3Y | +44.6% | -9.9% | +54.4% | +44.4% |
| 5Y | +22.2% | -10.7% | +32.9% | +20.3% |
| 10Y | +364.7% | -55.7% | +420.4% | +424.9% |
| All | +437.8% | -41.6% | +479.4% | +427.0% |
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 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