-13.0%
KHC vs IR
+25.6%
-38.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.3% | +4.3% | -7.6% | -3.6% |
| 30D | +9.1% | +8.1% | +1.1% | +8.5% |
| 3M | +1.4% | +0.7% | +0.7% | +1.4% |
| 6M | +8.4% | +16.6% | -8.3% | +6.9% |
| YTD | +6.2% | +7.8% | -1.6% | +5.0% |
| 1Y | +5.7% | +9.9% | -4.2% | +4.2% |
| All | -13.0% | +25.6% | -38.5% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling