-55.6%
KHC vs IEFA
+148.3%
-204.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.2% |
| 30D | +1.9% | -1.5% | +3.4% | +2.7% |
| 3M | +3.2% | +3.4% | -0.2% | +1.1% |
| 6M | +10.0% | +9.5% | +0.5% | +3.9% |
| YTD | +6.7% | +13.0% | -6.3% | -1.3% |
| 1Y | -0.9% | +18.0% | -18.9% | -10.6% |
| 3Y | -13.6% | +65.4% | -78.9% | -37.0% |
| 5Y | -12.8% | +51.6% | -64.4% | -33.0% |
| All | -55.6% | +148.3% | -204.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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