-55.6%
KHC vs ITOT
+303.4%
-359.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | +1.9% | -1.5% | +3.3% | +2.7% |
| 3M | +3.2% | +3.6% | -0.4% | +1.1% |
| 6M | +10.0% | +13.7% | -3.7% | +2.1% |
| YTD | +6.7% | +12.9% | -6.2% | -0.8% |
| 1Y | -0.9% | +17.2% | -18.1% | -9.9% |
| 3Y | -13.6% | +75.6% | -89.2% | -39.5% |
| 5Y | -12.8% | +75.5% | -88.3% | -40.2% |
| All | -55.6% | +303.4% | -359.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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