-16.3%
KHC vs ABCL
-12.4%
-3.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | +8.8% | -0.7% | +9.5% | +8.9% |
| 3M | -1.2% | +33.4% | -34.6% | -1.1% |
| 6M | +4.6% | +137.8% | -133.1% | +4.8% |
| YTD | +5.1% | +264.3% | -259.2% | +5.1% |
| 1Y | +6.2% | +209.2% | -202.9% | +6.3% |
| 3Y | -12.9% | +208.4% | -221.3% | -13.7% |
| All | -16.3% | -12.4% | -3.9% | -20.5% |
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