+18.9%
IWM vs KHC
+11.6%
+7.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +1.5% |
| 7D | +1.0% | +6.6% | -5.7% | +1.1% |
| 30D | +0.2% | +16.5% | -16.3% | +0.4% |
| 3M | -5.6% | -3.0% | -2.6% | -5.7% |
| 6M | +2.7% | +17.4% | -14.7% | +3.3% |
| YTD | +16.2% | +10.3% | +5.8% | +17.5% |
| 1Y | +18.9% | +12.5% | +6.5% | +18.4% |
| All | +18.9% | +11.6% | +7.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling