-43.7%
KHC vs AA
+61.8%
-105.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.0% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +12.0% | -6.7% | +18.6% | +12.5% |
| 3M | +0.2% | -16.3% | +16.5% | +1.4% |
| 6M | +10.3% | -37.1% | +47.5% | +14.0% |
| YTD | +6.7% | -25.0% | +31.8% | +7.8% |
| 1Y | +10.9% | +8.6% | +2.3% | +7.9% |
| 3Y | -12.6% | +57.2% | -69.9% | -20.3% |
| 5Y | -16.3% | -13.0% | -3.3% | -22.3% |
| 10Y | -53.2% | +65.5% | -118.8% | -66.5% |
| All | -43.7% | +61.8% | -105.5% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling