+167.4%
IONQ vs KHC
-3.7%
+171.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -5.7% |
| 7D | -11.5% | +2.0% | -13.5% | -10.9% |
| 30D | -8.1% | +10.6% | -18.7% | -5.5% |
| 3M | -35.8% | +0.5% | -36.3% | -35.2% |
| 6M | -47.7% | +12.1% | -59.8% | -45.9% |
| YTD | -35.6% | +8.9% | -44.5% | -33.4% |
| 1Y | -36.4% | +7.5% | -43.9% | -34.3% |
| 3Y | +150.0% | -10.7% | +160.8% | +152.1% |
| 5Y | +43.3% | -13.2% | +56.5% | +48.6% |
| All | +167.4% | -3.7% | +171.1% | +190.0% |
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