-44.2%
KHC vs IJH
+192.3%
-236.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | +0.5% | -5.0% | +5.6% | +3.0% |
| 3M | +3.0% | +0.5% | +2.5% | +2.6% |
| 6M | +6.6% | +8.2% | -1.6% | +2.1% |
| YTD | +5.8% | +12.4% | -6.7% | -0.9% |
| 1Y | -2.2% | +14.4% | -16.6% | -9.3% |
| 3Y | -12.5% | +49.5% | -62.0% | -30.8% |
| 5Y | -13.6% | +47.8% | -61.4% | -33.0% |
| 10Y | -54.7% | +180.4% | -235.1% | -78.6% |
| All | -44.2% | +192.3% | -236.5% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling