-12.4%
KHC vs IAG
+755.2%
-767.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -0.8% |
| 7D | -2.0% | +24.0% | -26.0% | -2.2% |
| 30D | +9.7% | +5.5% | +4.1% | +9.6% |
| 3M | -2.0% | +8.3% | -10.3% | -2.1% |
| 6M | +5.4% | +6.1% | -0.7% | +5.4% |
| YTD | +5.9% | +20.3% | -14.4% | +5.7% |
| 1Y | +7.5% | +56.5% | -49.0% | +7.1% |
| 3Y | -12.4% | +762.6% | -775.0% | -15.7% |
| All | -12.4% | +755.2% | -767.6% | -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