-65.3%
AAL vs KHC
-41.6%
-23.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -3.7% | -1.8% | -2.0% | -3.2% |
| 30D | -20.8% | -1.9% | -18.9% | -20.4% |
| 3M | -1.3% | +14.4% | -15.7% | -6.3% |
| 6M | +5.4% | +8.7% | -3.3% | +1.6% |
| YTD | -14.4% | +7.8% | -22.1% | -17.5% |
| 1Y | +2.1% | -1.5% | +3.6% | +1.4% |
| 3Y | -10.6% | -9.9% | -0.7% | -9.8% |
| 5Y | -32.2% | -10.7% | -21.5% | -32.8% |
| 10Y | -62.7% | -55.7% | -7.0% | -59.4% |
| All | -65.3% | -41.6% | -23.7% | -67.4% |
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