+227.2%
IONQ vs KHC
-6.3%
+233.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.1% |
| 7D | +25.5% | -2.0% | +27.5% | +25.0% |
| 30D | -11.4% | +9.7% | -21.1% | -9.2% |
| 3M | -20.5% | -2.0% | -18.4% | -20.4% |
| 6M | -28.2% | +5.4% | -33.7% | -26.8% |
| YTD | -21.2% | +5.9% | -27.2% | -19.2% |
| 1Y | -40.4% | +7.5% | -47.8% | -38.6% |
| 3Y | +214.7% | -12.4% | +227.1% | +215.0% |
| 5Y | +56.9% | -15.8% | +72.7% | +61.3% |
| All | +227.2% | -6.3% | +233.5% | +251.9% |
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