-43.0%
KHC vs IJR
+190.5%
-233.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -0.1% | -3.1% | +3.1% | +1.3% |
| 3M | +8.3% | +4.4% | +3.9% | +6.3% |
| 6M | +5.0% | +16.1% | -11.2% | -1.8% |
| YTD | +8.0% | +20.6% | -12.6% | -0.8% |
| 1Y | -1.1% | +22.9% | -24.0% | -10.1% |
| 3Y | -10.7% | +55.2% | -65.9% | -28.5% |
| 5Y | -13.5% | +41.1% | -54.6% | -29.1% |
| 10Y | -55.4% | +167.0% | -222.4% | -76.4% |
| All | -43.0% | +190.5% | -233.5% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling