+20.0%
IWM vs KHC
-16.5%
+36.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -1.5% | +12.0% | -13.4% | -3.1% |
| 3M | -8.0% | +0.2% | -8.2% | -8.2% |
| 6M | -4.1% | +10.3% | -14.4% | -6.0% |
| YTD | +11.9% | +6.7% | +5.2% | +10.1% |
| 1Y | +15.0% | +10.9% | +4.2% | +12.3% |
| 3Y | +64.2% | -12.6% | +76.8% | +65.6% |
| All | +20.0% | -16.5% | +36.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling