-13.6%
KHC vs ADVB
-97.4%
+83.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.7% |
| 7D | -1.1% | -4.1% | +2.9% | -1.2% |
| 30D | +8.8% | -60.3% | +69.1% | +8.3% |
| 3M | -1.2% | -73.3% | +72.1% | -1.8% |
| 6M | +4.6% | -65.9% | +70.6% | +4.1% |
| YTD | +5.1% | -63.9% | +69.0% | +4.8% |
| 1Y | +6.2% | -74.1% | +80.4% | +6.1% |
| All | -13.6% | -97.4% | +83.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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