-9.8%
KHC vs IP
+21.5%
-31.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -1.8% | -5.3% | +3.5% | -1.1% |
| 30D | -1.9% | -10.9% | +9.0% | -0.5% |
| 3M | +14.4% | +11.2% | +3.2% | +12.7% |
| 6M | +8.7% | -10.2% | +18.9% | +9.8% |
| YTD | +7.8% | -2.0% | +9.8% | +7.3% |
| 1Y | -1.5% | -19.1% | +17.6% | +0.3% |
| All | -9.8% | +21.5% | -31.3% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling