-55.4%
KHC vs IBB
+122.6%
-178.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -2.2% | -1.7% | -0.6% | -1.7% |
| 30D | -0.1% | +4.9% | -5.0% | -1.6% |
| 3M | +8.3% | +24.2% | -15.9% | +1.2% |
| 6M | +5.0% | +23.8% | -18.9% | -2.2% |
| YTD | +8.0% | +23.0% | -15.0% | +0.6% |
| 1Y | -1.1% | +46.2% | -47.3% | -13.0% |
| 3Y | -10.7% | +64.8% | -75.5% | -25.2% |
| 5Y | -13.5% | +20.9% | -34.4% | -20.0% |
| 10Y | -55.4% | +121.6% | -177.0% | -66.3% |
| All | -55.4% | +122.6% | -178.1% | -66.3% |
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