-55.4%
KHC vs IOVA
+6.6%
-62.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.2% | +5.1% | -7.3% | -2.4% |
| 30D | -0.1% | +37.2% | -37.3% | -1.3% |
| 3M | +8.3% | +117.5% | -109.2% | +4.8% |
| 6M | +5.0% | +69.6% | -64.6% | +2.1% |
| YTD | +8.0% | +218.7% | -210.7% | +2.2% |
| 1Y | -1.1% | +265.5% | -266.6% | -7.2% |
| 3Y | -10.7% | +46.2% | -56.9% | -16.5% |
| 5Y | -13.5% | -63.2% | +49.7% | -16.8% |
| 10Y | -55.4% | +6.1% | -61.5% | -55.7% |
| All | -55.4% | +6.6% | -62.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling