-52.3%
KHC vs IVZ
+44.4%
-96.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.6% | -2.8% | -1.8% | -4.2% |
| 30D | +8.1% | -2.2% | +10.3% | +8.3% |
| 3M | 0.0% | -8.1% | +8.1% | +1.4% |
| 6M | +7.9% | +3.8% | +4.2% | +6.2% |
| YTD | +5.3% | +11.5% | -6.2% | +1.2% |
| 1Y | +5.1% | +23.7% | -18.6% | -1.5% |
| 3Y | -12.8% | +145.8% | -158.6% | -32.6% |
| 5Y | -16.2% | +36.1% | -52.3% | -26.8% |
| 10Y | -52.3% | +42.4% | -94.7% | -65.0% |
| All | -52.3% | +44.4% | -96.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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