-52.4%
KHC vs A
+312.5%
-364.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | +8.8% | +4.3% | +4.5% | +7.6% |
| 3M | -1.2% | +19.8% | -21.0% | -5.8% |
| 6M | +4.6% | +54.4% | -49.7% | -6.8% |
| YTD | +5.1% | +31.7% | -26.6% | -3.0% |
| 1Y | +6.2% | +22.4% | -16.2% | -0.1% |
| 3Y | -12.9% | +67.7% | -80.6% | -26.9% |
| 5Y | -16.8% | +15.7% | -32.5% | -23.4% |
| 10Y | -52.4% | +308.7% | -361.1% | -73.5% |
| All | -52.4% | +312.5% | -364.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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