-13.5%
KHC vs IVZ
+63.4%
-76.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -0.1% | +3.1% | -3.2% | -0.3% |
| 3M | +8.3% | +18.2% | -9.8% | +6.8% |
| 6M | +5.0% | +38.6% | -33.7% | +1.9% |
| YTD | +8.0% | +25.9% | -17.9% | +5.5% |
| 1Y | -1.1% | +51.7% | -52.8% | -5.4% |
| 3Y | -10.7% | +138.7% | -149.4% | -20.0% |
| 5Y | -13.5% | +62.8% | -76.3% | -19.7% |
| All | -13.5% | +63.4% | -76.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling