-43.1%
KHC vs AA
+104.0%
-147.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | +5.0% | -6.9% | -2.4% |
| 3M | +14.4% | -35.8% | +50.2% | +18.4% |
| 6M | +8.7% | -18.4% | +27.1% | +9.7% |
| YTD | +7.8% | -5.5% | +13.3% | +6.9% |
| 1Y | -1.5% | +61.0% | -62.5% | -7.6% |
| 3Y | -9.9% | +66.2% | -76.1% | -17.9% |
| 5Y | -10.7% | +11.4% | -22.1% | -19.2% |
| 10Y | -55.7% | +116.9% | -172.6% | -69.0% |
| All | -43.1% | +104.0% | -147.1% | -60.7% |
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