-54.3%
KHC vs IRM
+418.7%
-473.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -4.8% | +3.0% | -7.8% | -5.5% |
| 30D | +0.3% | -5.2% | +5.5% | +1.5% |
| 3M | +6.7% | -8.0% | +14.7% | +8.4% |
| 6M | +4.2% | +9.2% | -5.0% | +0.3% |
| YTD | +6.7% | +41.0% | -34.3% | -5.0% |
| 1Y | -1.4% | +23.3% | -24.7% | -9.2% |
| 3Y | -11.8% | +102.8% | -114.6% | -33.7% |
| 5Y | -13.4% | +192.8% | -206.1% | -44.7% |
| 10Y | -54.3% | +439.6% | -493.9% | -79.0% |
| All | -54.3% | +418.7% | -473.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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