-54.3%
KHC vs IWD
+207.5%
-261.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | +12.0% | +2.7% | +9.3% | +9.9% |
| 3M | +0.2% | +0.9% | -0.7% | -0.4% |
| 6M | +10.3% | +10.5% | -0.2% | +2.8% |
| YTD | +6.7% | +23.7% | -17.0% | -8.4% |
| 1Y | +10.9% | +28.7% | -17.9% | -7.6% |
| 3Y | -12.6% | +79.7% | -92.3% | -43.3% |
| 5Y | -16.3% | +69.7% | -86.0% | -44.1% |
| All | -54.3% | +207.5% | -261.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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