-44.5%
KHC vs IRM
+555.8%
-600.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.1% | -5.1% | +3.9% | 0.0% |
| 30D | +8.8% | -3.3% | +12.1% | +9.3% |
| 3M | -1.2% | -8.2% | +6.9% | +0.3% |
| 6M | +4.6% | -12.8% | +17.4% | +7.2% |
| YTD | +5.1% | +36.6% | -31.5% | -6.4% |
| 1Y | +6.2% | +11.9% | -5.7% | +0.1% |
| 3Y | -12.9% | +105.1% | -118.0% | -35.5% |
| 5Y | -16.8% | +182.4% | -199.2% | -46.9% |
| 10Y | -52.4% | +505.1% | -557.6% | -79.1% |
| All | -44.5% | +555.8% | -600.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling