+2.8%
KHC vs IRE
-97.2%
+100.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +39.6% | -42.4% | -1.7% |
| 7D | +1.1% | -27.2% | +28.3% | +0.9% |
| 30D | +12.0% | -75.1% | +87.1% | +9.6% |
| 3M | +0.2% | -77.9% | +78.0% | -1.7% |
| 6M | +10.3% | -94.6% | +104.9% | +7.9% |
| YTD | +6.7% | -91.5% | +98.3% | +5.8% |
| 1Y | +10.9% | -97.8% | +108.7% | +8.9% |
| All | +2.8% | -97.2% | +100.0% | +1.5% |
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