-54.1%
KHC vs IBB
+139.6%
-193.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.6% |
| 7D | -2.0% | +2.7% | -4.7% | -2.9% |
| 30D | +9.7% | +6.3% | +3.3% | +7.4% |
| 3M | -2.0% | +11.1% | -13.1% | -5.5% |
| 6M | +5.4% | +29.2% | -23.8% | -3.3% |
| YTD | +5.9% | +30.2% | -24.3% | -3.5% |
| 1Y | +7.5% | +39.5% | -32.0% | -4.4% |
| 3Y | -12.4% | +92.3% | -104.8% | -30.8% |
| 5Y | -15.8% | +43.0% | -58.8% | -27.1% |
| 10Y | -54.1% | +137.1% | -191.2% | -68.3% |
| All | -54.1% | +139.6% | -193.7% | -68.3% |
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