-43.1%
KHC vs IWF
+451.1%
-494.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +14.4% | -2.6% | +17.0% | +15.1% |
| 6M | +8.7% | +9.1% | -0.4% | +4.3% |
| YTD | +7.8% | +4.5% | +3.3% | +5.1% |
| 1Y | -1.5% | +10.1% | -11.6% | -6.4% |
| 3Y | -9.9% | +77.6% | -87.5% | -33.4% |
| 5Y | -10.7% | +73.7% | -84.5% | -34.8% |
| 10Y | -55.7% | +411.5% | -467.2% | -86.9% |
| All | -43.1% | +451.1% | -494.3% | -84.5% |
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