+175.4%
IWM vs KHC
-41.6%
+217.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -1.8% | +1.8% | +0.5% |
| 30D | -1.3% | -1.9% | +0.6% | -0.9% |
| 3M | +1.6% | +14.4% | -12.8% | -2.7% |
| 6M | +13.6% | +8.7% | +4.8% | +10.0% |
| YTD | +20.8% | +7.8% | +13.0% | +17.0% |
| 1Y | +26.4% | -1.5% | +27.9% | +25.6% |
| 3Y | +60.7% | -9.9% | +70.5% | +61.3% |
| 5Y | +38.2% | -10.7% | +48.9% | +37.0% |
| 10Y | +169.5% | -55.7% | +225.2% | +192.4% |
| All | +175.4% | -41.6% | +217.0% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling