+224.0%
IONQ vs KHC
-7.0%
+231.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.2% |
| 7D | +16.7% | -1.1% | +17.8% | +16.5% |
| 30D | -12.3% | +8.8% | -21.1% | -10.3% |
| 3M | -17.7% | -1.2% | -16.5% | -17.5% |
| 6M | -28.9% | +4.6% | -33.6% | -27.6% |
| YTD | -22.0% | +5.1% | -27.2% | -20.2% |
| 1Y | -36.8% | +6.2% | -43.0% | -35.1% |
| 3Y | +228.2% | -12.9% | +241.1% | +228.0% |
| 5Y | +91.9% | -16.8% | +108.7% | +96.9% |
| All | +224.0% | -7.0% | +231.0% | +247.7% |
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 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