-3.2%
KHC vs ABCL
-81.3%
+78.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -1.9% | +93.1% | -95.0% | -1.7% |
| 3M | +14.4% | +79.4% | -65.0% | +14.7% |
| 6M | +8.7% | +214.9% | -206.2% | +8.9% |
| YTD | +7.8% | +234.2% | -226.4% | +7.8% |
| 1Y | -1.5% | +174.8% | -176.3% | -1.4% |
| 3Y | -9.9% | +104.5% | -114.3% | -10.5% |
| 5Y | -10.7% | -39.0% | +28.3% | -11.7% |
| All | -3.2% | -81.3% | +78.0% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling