-54.1%
KHC vs AG
+77.4%
-131.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.9% |
| 7D | -2.0% | +10.8% | -12.9% | -2.3% |
| 30D | +9.7% | -8.2% | +17.8% | +9.9% |
| 3M | -2.0% | -13.7% | +11.7% | -1.7% |
| 6M | +5.4% | -27.3% | +32.7% | +6.1% |
| YTD | +5.9% | -4.6% | +10.5% | +5.3% |
| 1Y | +7.5% | +39.4% | -31.9% | +5.5% |
| 3Y | -12.4% | +244.1% | -256.5% | -18.2% |
| 5Y | -15.8% | +16.8% | -32.6% | -18.7% |
| 10Y | -54.1% | +71.7% | -125.8% | -57.4% |
| All | -54.1% | +77.4% | -131.4% | -57.4% |
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