+5.1%
KHC vs IAG
+34.9%
-29.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.1% |
| 7D | -4.6% | +3.4% | -8.0% | -4.6% |
| 30D | +8.1% | -2.7% | +10.8% | +8.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.2% |
| 6M | +7.9% | -4.8% | +12.8% | +8.5% |
| YTD | +5.3% | +9.6% | -4.3% | +5.3% |
| 1Y | +5.1% | +32.2% | -27.1% | +4.3% |
| All | +5.1% | +34.9% | -29.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling