-6.2%
AAL vs KHC
-10.5%
+4.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.7% | -1.8% | -2.0% | -3.4% |
| 30D | -20.8% | -1.9% | -18.9% | -20.5% |
| 3M | -1.3% | +14.4% | -15.7% | -4.4% |
| 6M | +5.4% | +8.7% | -3.3% | +3.2% |
| YTD | -14.4% | +7.8% | -22.1% | -16.1% |
| 1Y | +2.1% | -1.5% | +3.6% | +2.3% |
| All | -6.2% | -10.5% | +4.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling