-55.6%
KHC vs IYR
+70.0%
-125.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.3% |
| 30D | +0.3% | -2.4% | +2.7% | +1.6% |
| 3M | +6.7% | -2.0% | +8.7% | +8.0% |
| 6M | +4.2% | +2.5% | +1.7% | +2.8% |
| YTD | +6.7% | +8.3% | -1.6% | +2.1% |
| 1Y | -1.4% | +6.5% | -7.9% | -4.8% |
| 3Y | -11.8% | +29.3% | -41.1% | -24.1% |
| 5Y | -13.4% | +5.7% | -19.0% | -17.7% |
| All | -55.6% | +70.0% | -125.6% | -70.4% |
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