-44.0%
KHC vs IVZ
+26.9%
-70.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -3.3% | +5.1% | -8.5% | -4.4% |
| 30D | +9.1% | -1.6% | +10.7% | +9.2% |
| 3M | +1.4% | -9.1% | +10.5% | +3.0% |
| 6M | +8.4% | +1.8% | +6.6% | +7.0% |
| YTD | +6.2% | +10.8% | -4.7% | +2.0% |
| 1Y | +5.7% | +19.1% | -13.4% | -0.3% |
| 3Y | -12.0% | +144.4% | -156.5% | -32.3% |
| 5Y | -15.3% | +33.6% | -48.9% | -26.1% |
| 10Y | -51.8% | +41.7% | -93.5% | -64.6% |
| All | -44.0% | +26.9% | -70.9% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling