-56.4%
KHC vs IR
+322.3%
-378.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.4% |
| 30D | +12.0% | +7.4% | +4.5% | +10.3% |
| 3M | +0.2% | -5.9% | +6.1% | +1.1% |
| 6M | +10.3% | +5.6% | +4.8% | +8.7% |
| YTD | +6.7% | +4.8% | +1.9% | +4.6% |
| 1Y | +10.9% | +6.9% | +3.9% | +8.1% |
| 3Y | -12.6% | +27.6% | -40.2% | -19.6% |
| 5Y | -16.3% | +45.8% | -62.1% | -26.5% |
| All | -56.4% | +322.3% | -378.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling