-13.7%
KHC vs IWD
+85.5%
-99.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -4.3% |
| 30D | +8.1% | +3.6% | +4.5% | +6.1% |
| 3M | 0.0% | +2.7% | -2.6% | -1.4% |
| 6M | +7.9% | +13.2% | -5.3% | +1.1% |
| YTD | +5.3% | +26.8% | -21.5% | -7.4% |
| 1Y | +5.1% | +29.3% | -24.2% | -8.6% |
| All | -13.7% | +85.5% | -99.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling