-57.1%
KHC vs IR
+336.9%
-393.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.1% | +1.5% | -2.7% | -1.5% |
| 30D | +8.8% | +9.0% | -0.2% | +6.9% |
| 3M | -1.2% | -0.9% | -0.3% | -1.3% |
| 6M | +4.6% | +13.4% | -8.8% | +1.7% |
| YTD | +5.1% | +8.5% | -3.3% | +2.4% |
| 1Y | +6.2% | +11.3% | -5.0% | +2.8% |
| 3Y | -12.9% | +26.0% | -38.9% | -19.5% |
| 5Y | -16.8% | +47.9% | -64.6% | -27.0% |
| All | -57.1% | +336.9% | -393.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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