-12.4%
IREN vs KHC
-15.2%
+2.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.3% |
| 7D | -2.8% | -2.0% | -0.7% | -3.1% |
| 30D | -39.2% | +9.7% | -48.8% | -37.1% |
| 3M | -48.1% | -2.0% | -46.1% | -47.7% |
| 6M | -65.0% | +5.4% | -70.4% | -64.3% |
| YTD | -43.3% | +5.9% | -49.2% | -41.7% |
| 1Y | -65.7% | +7.5% | -73.1% | -64.6% |
| 3Y | +620.9% | -12.4% | +633.3% | +631.7% |
| All | -12.4% | -15.2% | +2.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling