-43.7%
KHC vs IRM
+530.6%
-574.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +1.1% | -8.6% | +9.7% | +3.2% |
| 30D | +12.0% | -8.0% | +19.9% | +13.9% |
| 3M | +0.2% | -12.0% | +12.2% | +2.9% |
| 6M | +10.3% | -18.2% | +28.5% | +14.9% |
| YTD | +6.7% | +31.4% | -24.6% | -4.0% |
| 1Y | +10.9% | +9.2% | +1.7% | +5.1% |
| 3Y | -12.6% | +94.6% | -107.2% | -34.3% |
| 5Y | -16.3% | +170.2% | -186.4% | -45.9% |
| 10Y | -53.2% | +464.3% | -517.5% | -79.0% |
| All | -43.7% | +530.6% | -574.3% | -77.3% |
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