-9.3%
KHC vs IOT
+61.4%
-70.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.7% |
| 7D | -1.8% | -2.3% | +0.6% | -1.7% |
| 30D | -1.9% | +3.8% | -5.7% | -1.9% |
| 3M | +14.4% | +14.2% | +0.2% | +14.4% |
| 6M | +8.7% | +40.1% | -31.4% | +8.9% |
| YTD | +7.8% | +13.4% | -5.6% | +7.7% |
| 1Y | -1.5% | +12.2% | -13.7% | -1.5% |
| 3Y | -9.9% | +30.0% | -39.8% | -9.9% |
| All | -9.3% | +61.4% | -70.8% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling