-14.8%
KHC vs IOVA
-67.9%
+53.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -2.9% |
| 7D | +1.1% | -5.2% | +6.3% | +1.2% |
| 30D | +12.0% | -37.8% | +49.7% | +12.6% |
| 3M | +0.2% | +29.5% | -29.3% | -0.8% |
| 6M | +10.3% | +96.6% | -86.2% | +7.9% |
| YTD | +6.7% | +194.5% | -187.8% | +3.2% |
| 1Y | +10.9% | +248.1% | -237.2% | +6.7% |
| 3Y | -12.6% | +86.1% | -98.7% | -15.2% |
| All | -14.8% | -67.9% | +53.1% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling