-44.5%
KHC vs IAG
+851.1%
-895.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.2% |
| 7D | -4.6% | +3.4% | -8.0% | -4.7% |
| 30D | +8.1% | -2.7% | +10.8% | +8.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.1% |
| 6M | +7.9% | -4.8% | +12.8% | +7.7% |
| YTD | +5.3% | +9.6% | -4.3% | +4.2% |
| 1Y | +5.1% | +32.2% | -27.1% | +3.3% |
| 3Y | -12.8% | +692.5% | -705.3% | -21.3% |
| 5Y | -16.2% | +447.6% | -463.8% | -24.5% |
| 10Y | -52.3% | +403.3% | -455.6% | -57.5% |
| All | -44.5% | +851.1% | -895.5% | -50.8% |
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