+25.0%
IWM vs KHC
-2.0%
+26.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.4% | -2.2% | +3.6% | +1.4% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +4.0% | +8.3% | -4.4% | +4.1% |
| 6M | +17.9% | +5.0% | +13.0% | +18.2% |
| YTD | +20.2% | +8.0% | +12.2% | +21.0% |
| 1Y | +25.0% | -1.1% | +26.1% | +27.1% |
| All | +25.0% | -2.0% | +26.9% | +27.1% |
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