-43.7%
KHC vs IP
+24.7%
-68.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | +0.2% |
| 7D | -4.8% | -4.6% | -0.2% | -3.6% |
| 30D | +0.3% | -15.3% | +15.5% | +4.8% |
| 3M | +6.7% | +2.7% | +4.0% | +5.1% |
| 6M | +4.2% | -7.4% | +11.5% | +4.8% |
| YTD | +6.7% | -8.8% | +15.6% | +7.2% |
| 1Y | -1.4% | -22.4% | +21.0% | +3.4% |
| 3Y | -11.8% | +14.2% | -26.0% | -22.2% |
| 5Y | -13.4% | -21.8% | +8.4% | -13.6% |
| 10Y | -54.3% | +18.3% | -72.6% | -65.3% |
| All | -43.7% | +24.7% | -68.4% | -58.3% |
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