-13.5%
KHC vs IBN
+56.7%
-70.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -0.1% | -2.3% | +2.2% | 0.0% |
| 3M | +8.3% | +15.9% | -7.5% | +7.3% |
| 6M | +5.0% | +5.6% | -0.6% | +4.5% |
| YTD | +8.0% | -0.1% | +8.1% | +7.8% |
| 1Y | -1.1% | -6.5% | +5.4% | -0.9% |
| 3Y | -10.7% | +29.3% | -40.0% | -12.6% |
| 5Y | -13.5% | +56.6% | -70.1% | -16.7% |
| All | -13.5% | +56.7% | -70.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling