-4.9%
KHC vs ABCL
-79.5%
+74.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.7% |
| 7D | -2.0% | +12.4% | -14.5% | -1.9% |
| 30D | +9.7% | -0.4% | +10.0% | +9.7% |
| 3M | -2.0% | +80.4% | -82.4% | -1.8% |
| 6M | +5.4% | +138.5% | -133.1% | +5.7% |
| YTD | +5.9% | +265.5% | -259.6% | +6.0% |
| 1Y | +7.5% | +219.7% | -212.2% | +7.6% |
| 3Y | -12.4% | +209.4% | -221.8% | -12.8% |
| 5Y | -15.8% | -15.0% | -0.8% | -16.7% |
| All | -4.9% | -79.5% | +74.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling