-43.1%
KHC vs IEF
+12.9%
-56.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -1.9% | -0.8% | -1.1% | -2.0% |
| 3M | +14.4% | -1.0% | +15.4% | +14.2% |
| 6M | +8.7% | -2.8% | +11.5% | +8.3% |
| YTD | +7.8% | -1.5% | +9.3% | +7.6% |
| 1Y | -1.5% | -0.4% | -1.1% | -1.5% |
| 3Y | -9.9% | +9.7% | -19.5% | -7.8% |
| 5Y | -10.7% | -8.3% | -2.4% | -20.0% |
| 10Y | -55.7% | +4.6% | -60.3% | -58.7% |
| All | -43.1% | +12.9% | -56.1% | -41.8% |
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