-44.5%
KHC vs IAU
+232.5%
-276.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.5% |
| 30D | +8.1% | -4.4% | +12.5% | +8.3% |
| 3M | 0.0% | -8.9% | +8.9% | +0.5% |
| 6M | +7.9% | -15.9% | +23.9% | +9.2% |
| YTD | +5.3% | -7.8% | +13.0% | +5.5% |
| 1Y | +5.1% | -3.8% | +8.9% | +5.0% |
| 3Y | -12.8% | +104.3% | -117.1% | -18.3% |
| 5Y | -16.2% | +111.2% | -127.4% | -21.9% |
| 10Y | -52.3% | +216.4% | -268.7% | -54.6% |
| All | -44.5% | +232.5% | -276.9% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling