-10.7%
KHC vs IYR
+29.8%
-40.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -0.1% | -2.5% | +2.4% | +1.3% |
| 3M | +8.3% | +1.5% | +6.9% | +7.8% |
| 6M | +5.0% | +3.9% | +1.1% | +3.2% |
| YTD | +8.0% | +9.5% | -1.5% | +3.2% |
| 1Y | -1.1% | +7.5% | -8.6% | -4.6% |
| 3Y | -10.7% | +30.8% | -41.5% | -20.7% |
| All | -10.7% | +29.8% | -40.5% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling