-54.1%
KHC vs ACGL
+332.3%
-386.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -2.0% | -1.1% | -1.0% | -1.7% |
| 30D | +9.7% | +13.1% | -3.5% | +5.4% |
| 3M | -2.0% | +9.8% | -11.8% | -4.9% |
| 6M | +5.4% | +15.3% | -9.8% | +0.6% |
| YTD | +5.9% | +12.7% | -6.8% | +1.5% |
| 1Y | +7.5% | +20.7% | -13.2% | +0.6% |
| 3Y | -12.4% | +34.3% | -46.7% | -22.2% |
| 5Y | -15.8% | +170.6% | -186.4% | -43.7% |
| 10Y | -54.1% | +330.6% | -384.7% | -70.5% |
| All | -54.1% | +332.3% | -386.4% | -70.5% |
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