-43.1%
KHC vs IWD
+220.3%
-263.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -1.9% | +0.6% | -2.5% | -2.3% |
| 3M | +14.4% | +7.2% | +7.2% | +8.7% |
| 6M | +8.7% | +16.2% | -7.5% | -2.6% |
| YTD | +7.8% | +23.3% | -15.6% | -7.7% |
| 1Y | -1.5% | +29.6% | -31.1% | -18.7% |
| 3Y | -9.9% | +70.5% | -80.3% | -39.8% |
| 5Y | -10.7% | +73.5% | -84.2% | -42.1% |
| 10Y | -55.7% | +198.3% | -254.0% | -82.3% |
| All | -43.1% | +220.3% | -263.4% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling