-14.3%
KHC vs IJH
+46.8%
-61.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | +0.5% | -5.0% | +5.6% | +1.7% |
| 3M | +3.0% | +0.5% | +2.5% | +2.8% |
| 6M | +6.6% | +8.2% | -1.6% | +4.5% |
| YTD | +5.8% | +12.5% | -6.7% | +2.5% |
| 1Y | -2.2% | +14.4% | -16.6% | -5.7% |
| 3Y | -12.5% | +49.5% | -62.0% | -21.6% |
| All | -14.3% | +46.8% | -61.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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