-12.9%
KHC vs IWF
+66.6%
-79.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.8% |
| 7D | -1.1% | -2.9% | +1.8% | -1.3% |
| 30D | +8.8% | -10.9% | +19.7% | +8.2% |
| 3M | -1.2% | -8.1% | +6.9% | -1.7% |
| 6M | +4.6% | -7.5% | +12.2% | +4.3% |
| YTD | +5.1% | -3.4% | +8.5% | +4.8% |
| 1Y | +6.2% | -5.0% | +11.2% | +6.0% |
| 3Y | -12.9% | +64.0% | -76.9% | -14.8% |
| All | -12.9% | +66.6% | -79.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling