+326.7%
IVV vs KHC
-40.5%
+367.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -4.8% | +5.9% | -10.7% | -6.2% |
| 30D | -5.9% | +14.9% | -20.9% | -9.4% |
| 3M | -4.5% | 0.0% | -4.5% | -4.8% |
| 6M | +1.8% | +16.2% | -14.4% | -3.0% |
| YTD | +8.4% | +9.8% | -1.4% | +4.4% |
| 1Y | +9.4% | +12.1% | -2.7% | +4.7% |
| 3Y | +75.3% | -10.1% | +85.3% | +75.6% |
| 5Y | +67.8% | -13.9% | +81.6% | +68.1% |
| 10Y | +314.2% | -51.9% | +366.0% | +340.5% |
| All | +326.7% | -40.5% | +367.2% | +307.0% |
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 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