-44.5%
KHC vs IYR
+100.1%
-144.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -1.2% | -3.4% | -3.9% |
| 30D | +8.1% | +6.1% | +2.0% | +4.5% |
| 3M | 0.0% | +0.9% | -0.9% | -0.5% |
| 6M | +7.9% | +1.2% | +6.8% | +7.3% |
| YTD | +5.3% | +11.1% | -5.9% | -1.0% |
| 1Y | +5.1% | +9.0% | -3.9% | -0.1% |
| 3Y | -12.8% | +41.4% | -54.2% | -29.2% |
| 5Y | -16.2% | +6.7% | -22.9% | -20.9% |
| 10Y | -52.3% | +87.7% | -139.9% | -71.6% |
| All | -44.5% | +100.1% | -144.6% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling