-55.4%
KHC vs ACM
+128.0%
-183.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.1% | -12.9% | +12.8% | +2.7% |
| 3M | +8.3% | -6.4% | +14.7% | +9.5% |
| 6M | +5.0% | -29.2% | +34.2% | +12.4% |
| YTD | +8.0% | -29.9% | +37.9% | +15.5% |
| 1Y | -1.1% | -47.3% | +46.2% | +12.6% |
| 3Y | -10.7% | -19.6% | +8.9% | -9.4% |
| 5Y | -13.5% | +5.5% | -19.0% | -19.6% |
| 10Y | -55.4% | +129.7% | -185.1% | -64.8% |
| All | -55.4% | +128.0% | -183.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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