-10.7%
KHC vs IAG
+797.8%
-808.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | -0.1% | +9.8% | -9.9% | -0.2% |
| 3M | +8.3% | +28.9% | -20.6% | +7.9% |
| 6M | +5.0% | -7.6% | +12.5% | +5.1% |
| YTD | +8.0% | +22.0% | -14.0% | +7.7% |
| 1Y | -1.1% | +99.5% | -100.6% | -1.9% |
| 3Y | -10.7% | +818.3% | -829.0% | -15.7% |
| All | -10.7% | +797.8% | -808.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling