-55.6%
KHC vs IJR
+172.1%
-227.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.1% |
| 30D | +1.9% | -4.6% | +6.5% | +3.8% |
| 3M | +3.2% | +0.2% | +3.0% | +3.0% |
| 6M | +10.0% | +14.7% | -4.8% | +3.8% |
| YTD | +6.7% | +18.9% | -12.2% | -1.0% |
| 1Y | -0.9% | +19.9% | -20.8% | -8.5% |
| 3Y | -13.6% | +53.0% | -66.6% | -29.6% |
| 5Y | -12.8% | +40.9% | -53.7% | -27.9% |
| All | -55.6% | +172.1% | -227.7% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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