-55.4%
KHC vs AG
+57.4%
-112.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.2% |
| 7D | -2.2% | +4.5% | -6.7% | -2.3% |
| 30D | -0.1% | +12.9% | -12.9% | -0.5% |
| 3M | +8.3% | +20.9% | -12.6% | +7.6% |
| 6M | +5.0% | -19.5% | +24.5% | +5.3% |
| YTD | +8.0% | +24.8% | -16.8% | +6.7% |
| 1Y | -1.1% | +120.2% | -121.3% | -4.3% |
| 3Y | -10.7% | +279.0% | -289.7% | -16.4% |
| 5Y | -13.5% | +67.9% | -81.4% | -17.3% |
| 10Y | -55.4% | +57.5% | -112.9% | -56.7% |
| All | -55.4% | +57.4% | -112.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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