-43.7%
KHC vs IOVA
-9.8%
-33.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +0.2% | +29.5% | -29.3% | -1.7% |
| 6M | +10.3% | +96.6% | -86.2% | +5.8% |
| YTD | +6.7% | +194.5% | -187.8% | +0.1% |
| 1Y | +10.9% | +248.1% | -237.2% | +3.1% |
| 3Y | -12.6% | +86.1% | -98.7% | -19.8% |
| 5Y | -16.3% | -67.8% | +51.6% | -19.8% |
| 10Y | -53.2% | +38.6% | -91.8% | -59.7% |
| All | -43.7% | -9.8% | -33.9% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling