-56.0%
KHC vs IAG
+423.2%
-479.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.5% | -4.1% | +1.5% | -2.4% |
| 30D | +0.5% | +10.6% | -10.1% | +0.1% |
| 3M | +3.0% | +35.4% | -32.3% | +1.5% |
| 6M | +6.6% | -9.5% | +16.2% | +6.7% |
| YTD | +5.8% | +21.8% | -16.0% | +4.3% |
| 1Y | -2.2% | +84.1% | -86.4% | -5.5% |
| 3Y | -12.5% | +817.4% | -829.9% | -23.1% |
| 5Y | -13.6% | +830.1% | -843.7% | -25.6% |
| All | -56.0% | +423.2% | -479.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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