-52.3%
KHC vs IBB
+133.2%
-185.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | +8.1% | +6.8% | +1.3% | +5.8% |
| 3M | 0.0% | +9.2% | -9.2% | -3.0% |
| 6M | +7.9% | +28.3% | -20.4% | -0.8% |
| YTD | +5.3% | +29.4% | -24.1% | -4.0% |
| 1Y | +5.1% | +33.2% | -28.1% | -5.1% |
| 3Y | -12.8% | +90.2% | -103.0% | -31.0% |
| 5Y | -16.2% | +44.0% | -60.2% | -27.7% |
| 10Y | -52.3% | +133.1% | -185.4% | -67.1% |
| All | -52.3% | +133.2% | -185.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling