-41.8%
KHC vs IP
+28.4%
-70.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.3% |
| 7D | +6.6% | +3.4% | +3.2% | +5.6% |
| 30D | +16.5% | +11.2% | +5.3% | +13.0% |
| 3M | -3.0% | -14.8% | +11.8% | +1.1% |
| 6M | +17.4% | +17.3% | +0.1% | +10.9% |
| YTD | +10.3% | -6.2% | +16.5% | +9.7% |
| 1Y | +12.5% | +2.3% | +10.1% | +8.7% |
| 3Y | -9.6% | +17.7% | -27.3% | -21.0% |
| 5Y | -12.0% | -8.4% | -3.5% | -17.4% |
| 10Y | -51.6% | +32.1% | -83.7% | -64.7% |
| All | -41.8% | +28.4% | -70.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling