-10.3%
KHC vs IBB
+22.5%
-32.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -1.9% | +10.5% | -12.4% | -3.6% |
| 3M | +14.4% | +23.6% | -9.2% | +10.2% |
| 6M | +8.7% | +22.6% | -13.9% | +4.8% |
| YTD | +7.8% | +25.7% | -17.9% | +3.2% |
| 1Y | -1.5% | +51.4% | -52.9% | -9.2% |
| 3Y | -9.9% | +64.4% | -74.2% | -18.8% |
| All | -10.3% | +22.5% | -32.8% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling