-43.1%
KHC vs ACWI
+239.0%
-282.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | -1.9% | +0.9% | -2.7% | -2.4% |
| 3M | +14.4% | +2.4% | +12.0% | +12.4% |
| 6M | +8.7% | +12.4% | -3.7% | +0.6% |
| YTD | +7.8% | +15.2% | -7.4% | -2.0% |
| 1Y | -1.5% | +22.7% | -24.2% | -14.2% |
| 3Y | -9.9% | +75.8% | -85.6% | -39.0% |
| 5Y | -10.7% | +67.7% | -78.5% | -38.4% |
| 10Y | -55.7% | +229.0% | -284.7% | -83.2% |
| All | -43.1% | +239.0% | -282.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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