-56.4%
KHC vs IR
+274.4%
-330.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.8% |
| 7D | -4.8% | -1.9% | -2.9% | -4.5% |
| 30D | +0.3% | -15.0% | +15.3% | +3.3% |
| 3M | +6.7% | -0.4% | +7.1% | +6.6% |
| 6M | +4.2% | -15.0% | +19.2% | +6.8% |
| YTD | +6.7% | -7.1% | +13.8% | +7.2% |
| 1Y | -1.4% | -7.5% | +6.1% | -1.1% |
| 3Y | -11.8% | +6.3% | -18.1% | -15.8% |
| 5Y | -13.4% | +37.3% | -50.7% | -23.3% |
| All | -56.4% | +274.4% | -330.8% | -69.0% |
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