-13.9%
KHC vs IP
-12.5%
-1.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +5.9% | -5.0% | +10.9% | +6.7% |
| 30D | +14.9% | +6.5% | +8.4% | +13.9% |
| 3M | 0.0% | -18.0% | +18.0% | +2.6% |
| 6M | +16.2% | +10.3% | +5.9% | +14.2% |
| YTD | +9.8% | -9.9% | +19.7% | +10.4% |
| 1Y | +12.1% | -1.1% | +13.1% | +11.0% |
| 3Y | -10.1% | +13.0% | -23.1% | -13.8% |
| 5Y | -13.9% | -12.3% | -1.6% | -10.3% |
| All | -13.9% | -12.5% | -1.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling