-1.1%
KHC vs AA
+62.9%
-64.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.4% |
| 7D | -2.2% | +1.7% | -3.9% | -2.1% |
| 30D | -0.1% | +3.3% | -3.4% | +0.1% |
| 3M | +8.3% | -29.4% | +37.8% | +7.7% |
| 6M | +5.0% | -12.8% | +17.8% | +4.8% |
| YTD | +8.0% | -2.1% | +10.1% | +8.0% |
| 1Y | -1.1% | +62.8% | -63.9% | +0.2% |
| All | -1.1% | +62.9% | -64.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling