+64.2%
IWM vs KHC
-12.7%
+76.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | -1.5% | +12.0% | -13.4% | -2.7% |
| 3M | -8.0% | +0.2% | -8.2% | -8.1% |
| 6M | -4.1% | +10.3% | -14.4% | -5.6% |
| YTD | +11.9% | +6.7% | +5.2% | +10.6% |
| 1Y | +15.0% | +10.9% | +4.2% | +12.8% |
| 3Y | +64.2% | -12.6% | +76.8% | +53.9% |
| All | +64.2% | -12.7% | +76.9% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling