-10.3%
KHC vs IWD
+73.6%
-83.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -1.9% | +0.6% | -2.5% | -2.1% |
| 3M | +14.4% | +7.2% | +7.2% | +10.7% |
| 6M | +8.7% | +16.2% | -7.5% | +1.1% |
| YTD | +7.8% | +23.3% | -15.6% | -2.7% |
| 1Y | -1.5% | +29.6% | -31.1% | -13.3% |
| 3Y | -9.9% | +70.5% | -80.3% | -30.5% |
| All | -10.3% | +73.6% | -83.9% | -31.5% |
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 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