-16.2%
KHC vs ACGL
+174.9%
-191.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | +8.1% | +12.4% | -4.3% | +5.4% |
| 3M | 0.0% | +11.1% | -11.1% | -2.3% |
| 6M | +7.9% | +16.3% | -8.4% | +4.4% |
| YTD | +5.3% | +13.8% | -8.6% | +2.1% |
| 1Y | +5.1% | +20.4% | -15.3% | +0.7% |
| 3Y | -12.8% | +33.6% | -46.4% | -18.4% |
| 5Y | -16.2% | +176.8% | -193.0% | -36.2% |
| All | -16.2% | +174.9% | -191.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling