-49.9%
KHC vs IBN
+385.6%
-435.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +1.9% | +0.2% | +1.7% |
| 30D | +10.6% | +22.1% | -11.5% | +6.9% |
| 3M | +0.5% | +17.1% | -16.6% | -2.2% |
| 6M | +12.1% | +35.5% | -23.5% | +6.3% |
| YTD | +8.9% | +16.8% | -7.9% | +5.6% |
| 1Y | +7.5% | +12.4% | -4.9% | +4.9% |
| 3Y | -10.7% | +58.0% | -68.8% | -18.8% |
| 5Y | -13.2% | +73.7% | -86.9% | -23.3% |
| All | -49.9% | +385.6% | -435.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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