-14.8%
KHC vs AA
-15.4%
+0.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -2.9% |
| 7D | +1.1% | +0.9% | +0.2% | +1.1% |
| 30D | +12.0% | -6.7% | +18.6% | +12.1% |
| 3M | +0.2% | -16.3% | +16.5% | +0.5% |
| 6M | +10.3% | -37.1% | +47.5% | +11.4% |
| YTD | +6.7% | -25.0% | +31.8% | +6.9% |
| 1Y | +10.9% | +8.6% | +2.3% | +9.3% |
| 3Y | -12.6% | +57.2% | -69.9% | -15.8% |
| All | -14.8% | -15.4% | +0.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling