-54.1%
KHC vs AA
+64.5%
-118.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -1.2% |
| 7D | -2.0% | +4.8% | -6.9% | -2.5% |
| 30D | +9.7% | -0.6% | +10.3% | +9.6% |
| 3M | -2.0% | -16.3% | +14.3% | -0.8% |
| 6M | +5.4% | -33.4% | +38.8% | +8.4% |
| YTD | +5.9% | -20.7% | +26.6% | +6.4% |
| 1Y | +7.5% | +12.9% | -5.5% | +4.2% |
| 3Y | -12.4% | +75.7% | -88.1% | -21.0% |
| 5Y | -15.8% | -6.8% | -9.0% | -22.6% |
| 10Y | -54.1% | +53.6% | -107.7% | -67.3% |
| All | -54.1% | +64.5% | -118.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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