-56.0%
KHC vs IR
+288.5%
-344.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.8% | -2.8% | +1.1% | -1.3% |
| 30D | -1.9% | -15.1% | +13.3% | +1.1% |
| 3M | +14.4% | +6.1% | +8.3% | +12.9% |
| 6M | +8.7% | -16.8% | +25.5% | +11.9% |
| YTD | +7.8% | -3.5% | +11.3% | +7.5% |
| 1Y | -1.5% | -3.5% | +2.0% | -2.0% |
| 3Y | -9.9% | +9.5% | -19.3% | -14.4% |
| 5Y | -10.7% | +45.1% | -55.8% | -21.9% |
| All | -56.0% | +288.5% | -344.5% | -68.9% |
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