-10.3%
KHC vs AA
+10.5%
-20.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | +5.0% | -6.9% | -2.0% |
| 3M | +14.4% | -35.8% | +50.2% | +15.7% |
| 6M | +8.7% | -18.4% | +27.1% | +9.0% |
| YTD | +7.8% | -5.5% | +13.3% | +7.4% |
| 1Y | -1.5% | +61.0% | -62.5% | -4.0% |
| 3Y | -9.9% | +66.2% | -76.1% | -13.1% |
| All | -10.3% | +10.5% | -20.8% | -13.3% |
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 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