-14.8%
KHC vs ABCL
-21.8%
+6.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.7% | -9.5% | -2.7% |
| 7D | +1.1% | -3.2% | +4.3% | +1.1% |
| 30D | +12.0% | -7.4% | +19.4% | +12.0% |
| 3M | +0.2% | +81.9% | -81.8% | +0.4% |
| 6M | +10.3% | +135.7% | -125.4% | +10.5% |
| YTD | +6.7% | +247.4% | -240.6% | +6.7% |
| 1Y | +10.9% | +162.3% | -151.4% | +11.0% |
| 3Y | -12.6% | +165.5% | -178.1% | -13.4% |
| All | -14.8% | -21.8% | +6.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling