-43.1%
KHC vs ACM
+116.1%
-159.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | -3.7% | +2.0% | -0.9% |
| 30D | -1.9% | -11.1% | +9.2% | +0.5% |
| 3M | +14.4% | -8.0% | +22.4% | +16.1% |
| 6M | +8.7% | -29.7% | +38.4% | +16.9% |
| YTD | +7.8% | -29.4% | +37.1% | +15.3% |
| 1Y | -1.5% | -46.4% | +44.9% | +12.2% |
| 3Y | -9.9% | -22.3% | +12.5% | -7.6% |
| 5Y | -10.7% | +4.5% | -15.2% | -16.8% |
| 10Y | -55.7% | +127.6% | -183.3% | -67.9% |
| All | -43.1% | +116.1% | -159.2% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling