-10.7%
KHC vs IEF
+10.9%
-21.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.0% | -2.0% | +4.0% | +3.7% |
| 30D | +10.6% | +0.7% | +9.9% | +10.2% |
| 3M | +0.5% | -2.5% | +3.0% | +2.3% |
| 6M | +12.1% | -2.6% | +14.6% | +14.1% |
| YTD | +8.9% | -3.2% | +12.1% | +11.4% |
| 1Y | +7.5% | -3.0% | +10.5% | +9.9% |
| 3Y | -10.7% | +10.5% | -21.3% | -12.0% |
| All | -10.7% | +10.9% | -21.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling