+153.1%
IWM vs KHC
-54.4%
+207.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -1.5% | +12.0% | -13.4% | -4.4% |
| 3M | -8.0% | +0.2% | -8.2% | -8.3% |
| 6M | -4.1% | +10.3% | -14.4% | -7.3% |
| YTD | +11.9% | +6.7% | +5.2% | +8.7% |
| 1Y | +15.0% | +10.9% | +4.2% | +10.4% |
| 3Y | +64.2% | -12.6% | +76.8% | +66.2% |
| 5Y | +20.4% | -16.3% | +36.7% | +21.7% |
| All | +153.1% | -54.4% | +207.5% | +143.6% |
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