-13.6%
KHC vs ITW
+35.1%
-48.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | +0.5% | -9.5% | +10.1% | +3.7% |
| 3M | +3.0% | +6.6% | -3.6% | +0.9% |
| 6M | +6.6% | -1.8% | +8.4% | +7.0% |
| YTD | +5.8% | +9.0% | -3.2% | +2.4% |
| 1Y | -2.2% | +3.6% | -5.8% | -3.8% |
| 3Y | -12.5% | +19.4% | -32.0% | -18.0% |
| 5Y | -13.6% | +36.4% | -50.0% | -22.3% |
| All | -13.6% | +35.1% | -48.7% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling