-44.5%
KHC vs IBB
+82.1%
-126.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +8.8% | +5.2% | +3.7% | +7.1% |
| 3M | -1.2% | +8.6% | -9.8% | -3.9% |
| 6M | +4.6% | +27.8% | -23.2% | -3.3% |
| YTD | +5.1% | +28.8% | -23.7% | -3.5% |
| 1Y | +6.2% | +36.4% | -30.2% | -4.3% |
| 3Y | -12.9% | +89.3% | -102.2% | -29.9% |
| 5Y | -16.8% | +43.3% | -60.0% | -27.7% |
| 10Y | -52.4% | +130.6% | -183.1% | -66.1% |
| All | -44.5% | +82.1% | -126.6% | -57.0% |
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