+12.5%
KHC vs IOT
+8.2%
+4.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.4% | +3.6% |
| 7D | +6.6% | -0.5% | +7.1% | +6.6% |
| 30D | +16.5% | +1.0% | +15.5% | +16.4% |
| 3M | -3.0% | +10.9% | -13.9% | -3.4% |
| 6M | +17.4% | +39.9% | -22.5% | +16.0% |
| YTD | +10.3% | +20.8% | -10.4% | +6.8% |
| 1Y | +12.5% | +10.6% | +1.9% | +8.0% |
| All | +12.5% | +8.2% | +4.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling