+313.4%
IVV vs KHC
-52.1%
+365.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -4.6% | +3.7% | +0.2% |
| 30D | -2.3% | +8.1% | -10.5% | -4.4% |
| 3M | -1.2% | 0.0% | -1.2% | -1.5% |
| 6M | +3.3% | +7.9% | -4.6% | +0.6% |
| YTD | +12.3% | +5.3% | +7.1% | +9.6% |
| 1Y | +12.5% | +5.1% | +7.4% | +9.7% |
| 3Y | +79.2% | -12.8% | +92.0% | +80.8% |
| 5Y | +75.6% | -16.2% | +91.8% | +77.1% |
| 10Y | +313.4% | -52.3% | +365.6% | +303.8% |
| All | +313.4% | -52.1% | +365.5% | +303.8% |
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