+3.8%
KHC vs IRE
-84.4%
+88.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.4% |
| 7D | -1.8% | +54.8% | -56.5% | -0.9% |
| 30D | -1.9% | +18.4% | -20.3% | -1.3% |
| 3M | +14.4% | -66.7% | +81.1% | +14.8% |
| 6M | +8.7% | -52.3% | +61.0% | +10.8% |
| YTD | +7.8% | -52.3% | +60.1% | +9.7% |
| All | +3.8% | -84.4% | +88.2% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling