-65.1%
AAL vs KHC
-55.4%
-9.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.3% | -4.8% | +3.5% | +0.4% |
| 30D | -13.7% | +0.3% | -14.0% | -13.9% |
| 3M | -8.2% | +6.7% | -14.9% | -10.6% |
| 6M | +13.1% | +4.2% | +9.0% | +10.9% |
| YTD | -15.6% | +6.7% | -22.3% | -18.4% |
| 1Y | +1.4% | -1.4% | +2.8% | +0.7% |
| 3Y | -7.4% | -11.8% | +4.3% | -5.9% |
| 5Y | -35.9% | -13.4% | -22.6% | -35.7% |
| 10Y | -65.1% | -54.3% | -10.8% | -65.8% |
| All | -65.1% | -55.4% | -9.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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