-55.6%
KHC vs IBKR
+1,011.6%
-1,067.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | +1.9% | -0.2% | +2.1% | +1.8% |
| 3M | +3.2% | +3.0% | +0.2% | +2.5% |
| 6M | +10.0% | +33.9% | -23.9% | +5.8% |
| YTD | +6.7% | +42.5% | -35.8% | +1.5% |
| 1Y | -0.9% | +44.9% | -45.8% | -6.2% |
| 3Y | -13.6% | +293.0% | -306.6% | -31.9% |
| 5Y | -12.8% | +497.7% | -510.5% | -38.3% |
| All | -55.6% | +1,011.6% | -1,067.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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