+1.2%
KHC vs IRE
-97.7%
+99.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.1% | -1.2% |
| 7D | -1.1% | -41.9% | +40.8% | -2.1% |
| 30D | +8.8% | -75.1% | +83.9% | +6.4% |
| 3M | -1.2% | -82.4% | +81.2% | -3.7% |
| 6M | +4.6% | -95.5% | +100.2% | +1.7% |
| YTD | +5.1% | -93.1% | +98.2% | +3.7% |
| 1Y | +6.2% | -97.8% | +104.0% | +4.0% |
| All | +1.2% | -97.7% | +99.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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