-42.5%
KHC vs IEF
+11.0%
-53.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | -2.0% | +4.0% | +1.9% |
| 30D | +10.6% | +0.7% | +9.9% | +10.7% |
| 3M | +0.5% | -2.5% | +3.0% | +0.2% |
| 6M | +12.1% | -2.6% | +14.6% | +11.7% |
| YTD | +8.9% | -3.2% | +12.1% | +8.5% |
| 1Y | +7.5% | -3.0% | +10.5% | +7.1% |
| 3Y | -10.7% | +10.5% | -21.3% | -8.0% |
| 5Y | -13.2% | -8.2% | -5.0% | -21.0% |
| 10Y | -50.6% | +6.7% | -57.3% | -53.0% |
| All | -42.5% | +11.0% | -53.5% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling