-15.3%
KHC vs IWD
+73.1%
-88.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -3.3% | +1.7% | -5.0% | -4.1% |
| 30D | +9.1% | +3.2% | +5.9% | +7.5% |
| 3M | +1.4% | +2.3% | -0.9% | +0.3% |
| 6M | +8.4% | +12.9% | -4.6% | +2.2% |
| YTD | +6.2% | +26.2% | -20.1% | -5.2% |
| 1Y | +5.7% | +28.3% | -22.6% | -6.4% |
| 3Y | -12.0% | +84.4% | -96.4% | -34.4% |
| 5Y | -15.3% | +73.0% | -88.3% | -34.2% |
| All | -15.3% | +73.1% | -88.4% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling