-44.1%
KHC vs IOVA
-8.3%
-35.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -2.0% | +1.9% | -3.9% | -2.2% |
| 30D | +9.7% | -44.1% | +53.8% | +11.4% |
| 3M | -2.0% | +28.9% | -30.9% | -3.8% |
| 6M | +5.4% | +125.7% | -120.3% | +0.6% |
| YTD | +5.9% | +199.3% | -193.4% | -0.7% |
| 1Y | +7.5% | +255.2% | -247.8% | -0.1% |
| 3Y | -12.4% | +106.8% | -119.2% | -19.9% |
| 5Y | -15.8% | -67.1% | +51.2% | -19.5% |
| 10Y | -54.1% | +16.7% | -70.8% | -59.9% |
| All | -44.1% | -8.3% | -35.8% | -51.9% |
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