-55.6%
KHC vs ITW
+194.8%
-250.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +1.9% | -8.3% | +10.2% | +5.6% |
| 3M | +3.2% | +6.0% | -2.8% | +0.5% |
| 6M | +10.0% | 0.0% | +10.0% | +9.5% |
| YTD | +6.7% | +10.2% | -3.5% | +1.6% |
| 1Y | -0.9% | +3.2% | -4.1% | -3.1% |
| 3Y | -13.6% | +21.0% | -34.5% | -21.8% |
| 5Y | -12.8% | +37.9% | -50.8% | -27.4% |
| All | -55.6% | +194.8% | -250.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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