-49.9%
KHC vs IWF
+383.8%
-433.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +2.0% | +2.8% | -0.8% | +1.1% |
| 30D | +10.6% | -7.5% | +18.2% | +13.1% |
| 3M | +0.5% | -8.5% | +9.0% | +3.0% |
| 6M | +12.1% | -7.4% | +19.5% | +14.0% |
| YTD | +8.9% | -2.6% | +11.6% | +8.5% |
| 1Y | +7.5% | -1.8% | +9.3% | +6.7% |
| 3Y | -10.7% | +65.5% | -76.2% | -30.8% |
| 5Y | -13.2% | +55.8% | -69.0% | -31.4% |
| All | -49.9% | +383.8% | -433.7% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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