-44.2%
KHC vs IDXX
+717.0%
-761.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.5% | -4.3% | +1.8% | -1.8% |
| 30D | +0.5% | -13.7% | +14.2% | +2.9% |
| 3M | +3.0% | -9.1% | +12.1% | +4.6% |
| 6M | +6.6% | -15.4% | +22.0% | +9.3% |
| YTD | +5.8% | -25.1% | +30.9% | +10.3% |
| 1Y | -2.2% | -20.6% | +18.4% | +0.7% |
| 3Y | -12.5% | +8.7% | -21.3% | -16.7% |
| 5Y | -13.6% | -25.7% | +12.1% | -12.3% |
| 10Y | -54.7% | +360.6% | -415.3% | -72.2% |
| All | -44.2% | +717.0% | -761.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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