-43.1%
KHC vs IVZ
+47.4%
-90.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -1.9% | +4.0% | -5.9% | -2.8% |
| 3M | +14.4% | +18.2% | -3.8% | +9.9% |
| 6M | +8.7% | +32.8% | -24.1% | +1.4% |
| YTD | +7.8% | +28.7% | -21.0% | +0.7% |
| 1Y | -1.5% | +55.4% | -56.9% | -12.2% |
| 3Y | -9.9% | +135.2% | -145.1% | -29.4% |
| 5Y | -10.7% | +64.2% | -74.9% | -25.8% |
| 10Y | -55.7% | +64.6% | -120.3% | -68.3% |
| All | -43.1% | +47.4% | -90.6% | -56.6% |
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