+400.4%
ALAB vs KHC
-18.7%
+419.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.4% | +9.5% |
| 7D | +7.2% | -1.8% | +9.0% | +6.6% |
| 30D | -2.5% | -1.9% | -0.6% | -3.0% |
| 3M | -13.3% | +14.4% | -27.7% | -9.1% |
| 6M | +172.8% | +8.7% | +164.1% | +184.7% |
| YTD | +86.6% | +7.8% | +78.8% | +95.2% |
| 1Y | +65.2% | -1.5% | +66.7% | +69.9% |
| All | +400.4% | -18.7% | +419.1% | +473.3% |
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