-54.3%
KHC vs IP
+26.3%
-80.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | +1.1% | -5.1% | +6.2% | +2.5% |
| 30D | +12.0% | +8.5% | +3.4% | +9.4% |
| 3M | +0.2% | -13.8% | +14.0% | +3.9% |
| 6M | +10.3% | +5.7% | +4.6% | +7.4% |
| YTD | +6.7% | -9.1% | +15.9% | +7.1% |
| 1Y | +10.9% | -0.8% | +11.7% | +8.2% |
| 3Y | -12.6% | +14.8% | -27.4% | -23.1% |
| 5Y | -16.3% | -11.5% | -4.8% | -20.5% |
| All | -54.3% | +26.3% | -80.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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