-43.0%
KHC vs IEFA
+143.1%
-186.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.2% | +1.2% | -3.4% | -2.9% |
| 30D | -0.1% | -0.6% | +0.5% | +0.2% |
| 3M | +8.3% | +6.2% | +2.1% | +4.5% |
| 6M | +5.0% | +11.2% | -6.2% | -1.8% |
| YTD | +8.0% | +14.2% | -6.2% | -0.8% |
| 1Y | -1.1% | +20.0% | -21.1% | -11.9% |
| 3Y | -10.7% | +68.8% | -79.5% | -36.0% |
| 5Y | -13.5% | +52.7% | -66.2% | -34.3% |
| 10Y | -55.4% | +144.2% | -199.6% | -76.9% |
| All | -43.0% | +143.1% | -186.1% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling