-49.9%
KHC vs IAG
+389.3%
-439.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +2.0% | -7.7% | +9.7% | +2.3% |
| 30D | +10.6% | +1.6% | +9.0% | +10.4% |
| 3M | +0.5% | -2.4% | +2.9% | +0.4% |
| 6M | +12.1% | -7.8% | +19.9% | +12.0% |
| YTD | +8.9% | +5.0% | +3.9% | +7.8% |
| 1Y | +7.5% | +25.7% | -18.2% | +5.6% |
| 3Y | -10.7% | +694.5% | -705.2% | -21.1% |
| 5Y | -13.2% | +421.7% | -434.9% | -23.1% |
| All | -49.9% | +389.3% | -439.2% | -56.3% |
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