-43.1%
KHC vs ITW
+279.3%
-322.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.8% | -3.6% | +1.8% | -0.2% |
| 30D | -1.9% | -9.1% | +7.3% | +2.2% |
| 3M | +14.4% | +8.2% | +6.2% | +10.3% |
| 6M | +8.7% | -4.8% | +13.5% | +10.5% |
| YTD | +7.8% | +11.0% | -3.3% | +2.1% |
| 1Y | -1.5% | +4.2% | -5.8% | -4.2% |
| 3Y | -9.9% | +17.3% | -27.1% | -17.7% |
| 5Y | -10.7% | +33.0% | -43.7% | -24.8% |
| 10Y | -55.7% | +182.3% | -238.0% | -75.5% |
| All | -43.1% | +279.3% | -322.5% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling