-49.9%
KHC vs IYR
+87.3%
-137.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | +10.6% | +6.6% | +4.1% | +6.9% |
| 3M | +0.5% | -1.8% | +2.3% | +1.6% |
| 6M | +12.1% | +1.4% | +10.6% | +11.3% |
| YTD | +8.9% | +10.5% | -1.6% | +3.0% |
| 1Y | +7.5% | +10.6% | -3.1% | +1.6% |
| 3Y | -10.7% | +41.8% | -52.5% | -26.8% |
| 5Y | -13.2% | +6.0% | -19.2% | -17.4% |
| All | -49.9% | +87.3% | -137.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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