-54.1%
KHC vs IWD
+212.1%
-266.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -2.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.9% |
| 30D | +9.7% | +3.6% | +6.1% | +7.0% |
| 3M | -2.0% | +2.3% | -4.3% | -3.6% |
| 6M | +5.4% | +13.0% | -7.6% | -3.4% |
| YTD | +5.9% | +26.2% | -20.3% | -10.5% |
| 1Y | +7.5% | +30.5% | -23.0% | -11.4% |
| 3Y | -12.4% | +86.2% | -98.6% | -44.7% |
| 5Y | -15.8% | +72.9% | -88.7% | -44.6% |
| 10Y | -54.1% | +205.0% | -259.1% | -79.5% |
| All | -54.1% | +212.1% | -266.1% | -79.5% |
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