-55.6%
KHC vs IEF
+3.8%
-59.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -1.1% |
| 30D | +1.9% | -1.7% | +3.6% | +1.8% |
| 3M | +3.2% | -2.5% | +5.7% | +3.0% |
| 6M | +10.0% | -3.3% | +13.2% | +9.7% |
| YTD | +6.7% | -2.8% | +9.5% | +6.5% |
| 1Y | -0.9% | -2.7% | +1.8% | -1.1% |
| 3Y | -13.6% | +8.9% | -22.5% | -11.9% |
| 5Y | -12.8% | -9.4% | -3.4% | -22.2% |
| All | -55.6% | +3.8% | -59.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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