-42.5%
KHC vs IWF
+413.6%
-456.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +2.0% | +2.8% | -0.8% | +0.9% |
| 30D | +10.6% | -7.5% | +18.2% | +13.5% |
| 3M | +0.5% | -8.5% | +9.0% | +3.4% |
| 6M | +12.1% | -7.4% | +19.5% | +14.3% |
| YTD | +8.9% | -2.6% | +11.6% | +8.5% |
| 1Y | +7.5% | -1.8% | +9.3% | +6.6% |
| 3Y | -10.7% | +65.5% | -76.2% | -32.6% |
| 5Y | -13.2% | +55.8% | -69.0% | -33.3% |
| 10Y | -50.6% | +384.9% | -435.5% | -85.3% |
| All | -42.5% | +413.6% | -456.1% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling