-43.0%
KHC vs IFF
+2.2%
-45.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +8.3% | +18.6% | -10.2% | +2.9% |
| 6M | +5.0% | +17.4% | -12.4% | -0.8% |
| YTD | +8.0% | +28.5% | -20.5% | -0.9% |
| 1Y | -1.1% | +32.5% | -33.6% | -10.2% |
| 3Y | -10.7% | +34.1% | -44.8% | -21.0% |
| 5Y | -13.5% | -35.2% | +21.6% | -6.4% |
| 10Y | -55.4% | -21.1% | -34.3% | -58.5% |
| All | -43.0% | +2.2% | -45.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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