-62.5%
AAL vs KHC
-42.6%
-20.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.7% |
| 7D | +8.3% | -2.0% | +10.3% | +9.0% |
| 30D | +11.0% | +9.7% | +1.3% | +7.3% |
| 3M | -11.2% | -2.0% | -9.2% | -10.8% |
| 6M | +6.1% | +5.4% | +0.6% | +3.5% |
| YTD | -7.6% | +5.9% | -13.5% | -10.7% |
| 1Y | +3.7% | +7.5% | -3.7% | -0.2% |
| 3Y | +20.5% | -12.4% | +32.9% | +22.8% |
| 5Y | -36.4% | -15.8% | -20.5% | -35.5% |
| 10Y | -65.4% | -54.1% | -11.4% | -63.0% |
| All | -62.5% | -42.6% | -20.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling