-14.8%
IREN vs KHC
-15.7%
+0.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.7% |
| 7D | -4.0% | -4.6% | +0.6% | -5.4% |
| 30D | -40.1% | +8.1% | -48.2% | -38.4% |
| 3M | -47.6% | 0.0% | -47.6% | -47.0% |
| 6M | -62.2% | +7.9% | -70.1% | -61.3% |
| YTD | -44.8% | +5.3% | -50.1% | -43.3% |
| 1Y | -63.7% | +5.1% | -68.8% | -62.7% |
| 3Y | +604.1% | -12.8% | +616.8% | +612.9% |
| All | -14.8% | -15.7% | +0.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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