+1.4%
KHC vs IRE
-97.5%
+98.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.1% | -12.0% | +0.5% |
| 7D | -4.6% | -15.1% | +10.5% | -4.6% |
| 30D | +8.1% | -71.4% | +79.5% | +6.1% |
| 3M | 0.0% | -81.2% | +81.2% | -2.3% |
| 6M | +7.9% | -93.7% | +101.7% | +5.6% |
| YTD | +5.3% | -92.2% | +97.5% | +4.2% |
| 1Y | +5.1% | -97.3% | +102.4% | +3.4% |
| All | +1.4% | -97.5% | +98.8% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling