+85.6%
IREN vs KHC
-14.5%
+100.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.6% |
| 7D | +14.6% | -4.8% | +19.4% | +13.3% |
| 30D | +17.1% | +0.3% | +16.8% | +17.3% |
| 3M | -16.0% | +6.7% | -22.7% | -14.9% |
| 6M | +16.8% | +4.2% | +12.7% | +18.2% |
| YTD | +20.1% | +6.7% | +13.4% | +22.4% |
| 1Y | +50.3% | -1.4% | +51.7% | +52.3% |
| 3Y | +871.5% | -11.8% | +883.3% | +875.5% |
| All | +85.6% | -14.5% | +100.1% | +107.0% |
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