+64.1%
IWM vs KHC
-10.0%
+74.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | -1.8% | +1.8% | +0.3% |
| 30D | -1.3% | -1.9% | +0.6% | -1.1% |
| 3M | +1.6% | +14.4% | -12.8% | -0.5% |
| 6M | +13.6% | +8.7% | +4.8% | +12.0% |
| YTD | +20.8% | +7.8% | +13.0% | +19.2% |
| 1Y | +26.4% | -1.5% | +27.9% | +26.9% |
| All | +64.1% | -10.0% | +74.2% | +61.2% |
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