-43.1%
KHC vs IBB
+77.7%
-120.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -1.9% | +10.5% | -12.4% | -4.8% |
| 3M | +14.4% | +23.6% | -9.2% | +7.1% |
| 6M | +8.7% | +22.6% | -13.9% | +1.8% |
| YTD | +7.8% | +25.7% | -17.9% | -0.1% |
| 1Y | -1.5% | +51.4% | -52.9% | -14.0% |
| 3Y | -9.9% | +64.4% | -74.2% | -24.0% |
| 5Y | -10.7% | +22.1% | -32.9% | -17.9% |
| 10Y | -55.7% | +132.5% | -188.2% | -68.3% |
| All | -43.1% | +77.7% | -120.8% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling