-49.9%
KHC vs ACGL
+324.4%
-374.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +2.0% | +2.2% | -0.1% | +1.3% |
| 30D | +10.6% | +12.3% | -1.7% | +6.6% |
| 3M | +0.5% | +11.8% | -11.3% | -3.1% |
| 6M | +12.1% | +17.5% | -5.4% | +6.2% |
| YTD | +8.9% | +14.3% | -5.4% | +3.8% |
| 1Y | +7.5% | +18.2% | -10.7% | +1.3% |
| 3Y | -10.7% | +33.2% | -43.9% | -20.4% |
| 5Y | -13.2% | +174.3% | -187.5% | -42.2% |
| All | -49.9% | +324.4% | -374.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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