-68.6%
AAL vs KHC
-50.5%
-18.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.9% |
| 7D | -0.1% | +2.0% | -2.1% | -0.8% |
| 30D | +11.7% | +10.6% | +1.1% | +7.7% |
| 3M | -12.5% | +0.5% | -13.1% | -13.0% |
| 6M | +3.6% | +12.1% | -8.4% | -1.0% |
| YTD | -14.1% | +8.9% | -23.0% | -17.7% |
| 1Y | +0.8% | +7.5% | -6.7% | -3.0% |
| 3Y | +11.8% | -10.7% | +22.5% | +13.2% |
| 5Y | -35.1% | -13.2% | -21.9% | -35.0% |
| All | -68.6% | -50.5% | -18.1% | -70.8% |
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