-1.3%
IONQ vs KHC
-2.0%
+0.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.5% |
| 7D | +7.1% | -2.2% | +9.3% | +6.3% |
| 30D | -8.9% | -0.1% | -8.8% | -8.8% |
| 3M | -35.6% | +8.3% | -43.9% | -33.5% |
| 6M | +13.3% | +5.0% | +8.3% | +16.1% |
| YTD | -9.8% | +8.0% | -17.8% | -6.3% |
| 1Y | -1.3% | -1.1% | -0.2% | -3.2% |
| All | -1.3% | -2.0% | +0.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling