+265.9%
IONQ vs KHC
-4.7%
+270.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.1% |
| 7D | +0.8% | -1.8% | +2.6% | +0.5% |
| 30D | -1.0% | -1.9% | +0.8% | -1.4% |
| 3M | -39.8% | +14.4% | -54.2% | -37.8% |
| 6M | +6.4% | +8.7% | -2.3% | +9.1% |
| YTD | -11.9% | +7.8% | -19.7% | -9.7% |
| 1Y | -6.2% | -1.5% | -4.6% | -5.2% |
| 3Y | +125.7% | -9.9% | +135.6% | +126.5% |
| 5Y | +296.0% | -10.7% | +306.7% | +308.2% |
| All | +265.9% | -4.7% | +270.6% | +293.2% |
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 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