-54.3%
KHC vs IAU
+221.5%
-275.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | +6.7% | +3.3% | +3.4% | +6.3% |
| 6M | +4.2% | -14.6% | +18.7% | +5.9% |
| YTD | +6.7% | +1.9% | +4.9% | +6.1% |
| 1Y | -1.4% | +20.9% | -22.3% | -4.1% |
| 3Y | -11.8% | +127.5% | -139.2% | -21.7% |
| 5Y | -13.4% | +141.9% | -155.3% | -23.9% |
| 10Y | -54.3% | +222.8% | -277.0% | -60.7% |
| All | -54.3% | +221.5% | -275.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling