-43.1%
KHC vs IAG
+977.9%
-1,021.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.8% | -0.5% | -1.2% | -1.8% |
| 30D | -1.9% | +28.9% | -30.8% | -2.8% |
| 3M | +14.4% | +19.1% | -4.7% | +13.5% |
| 6M | +8.7% | -10.3% | +19.0% | +8.8% |
| YTD | +7.8% | +24.2% | -16.4% | +6.4% |
| 1Y | -1.5% | +116.5% | -118.0% | -5.0% |
| 3Y | -9.9% | +742.8% | -752.7% | -18.7% |
| 5Y | -10.7% | +753.3% | -764.1% | -20.8% |
| 10Y | -55.7% | +403.2% | -458.9% | -60.6% |
| All | -43.1% | +977.9% | -1,021.0% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling