-43.1%
KHC vs A
+321.9%
-365.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.8% | -1.9% | +0.2% | -1.3% |
| 30D | -1.9% | +6.9% | -8.8% | -3.6% |
| 3M | +14.4% | +9.2% | +5.2% | +11.5% |
| 6M | +8.7% | +25.7% | -17.0% | +1.4% |
| YTD | +7.8% | +11.5% | -3.8% | +3.6% |
| 1Y | -1.5% | +18.4% | -19.9% | -7.3% |
| 3Y | -9.9% | +26.6% | -36.5% | -18.9% |
| 5Y | -10.7% | -12.8% | +2.1% | -10.6% |
| 10Y | -55.7% | +247.2% | -302.9% | -76.2% |
| All | -43.1% | +321.9% | -365.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling