-16.8%
KHC vs IWF
+55.4%
-72.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -1.0% |
| 30D | +8.8% | -10.9% | +19.7% | +9.3% |
| 3M | -1.2% | -8.1% | +6.9% | -0.9% |
| 6M | +4.6% | -7.5% | +12.2% | +4.9% |
| YTD | +5.1% | -3.4% | +8.5% | +5.0% |
| 1Y | +6.2% | -5.0% | +11.2% | +6.3% |
| 3Y | -12.9% | +64.0% | -76.9% | -18.9% |
| 5Y | -16.8% | +56.8% | -73.5% | -25.3% |
| All | -16.8% | +55.4% | -72.2% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling