-55.4%
KHC vs AA
+121.7%
-177.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -0.1% | +3.3% | -3.4% | -0.5% |
| 3M | +8.3% | -29.4% | +37.8% | +11.2% |
| 6M | +5.0% | -12.8% | +17.8% | +5.3% |
| YTD | +8.0% | -2.1% | +10.1% | +6.8% |
| 1Y | -1.1% | +62.8% | -63.9% | -7.3% |
| 3Y | -10.7% | +90.5% | -101.2% | -19.8% |
| 5Y | -13.5% | +19.1% | -32.6% | -22.5% |
| 10Y | -55.4% | +124.8% | -180.2% | -69.2% |
| All | -55.4% | +121.7% | -177.1% | -69.2% |
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