-52.3%
KHC vs AG
+72.5%
-124.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -4.6% | -4.0% | -0.6% | -4.5% |
| 30D | +8.1% | -13.1% | +21.2% | +8.5% |
| 3M | 0.0% | -22.0% | +22.1% | +0.6% |
| 6M | +7.9% | -37.3% | +45.2% | +9.1% |
| YTD | +5.3% | -11.2% | +16.4% | +4.9% |
| 1Y | +5.1% | +23.9% | -18.8% | +3.6% |
| 3Y | -12.8% | +225.1% | -237.9% | -18.3% |
| 5Y | -16.2% | +7.7% | -23.9% | -18.8% |
| 10Y | -52.3% | +86.9% | -139.1% | -56.1% |
| All | -52.3% | +72.5% | -124.7% | -56.1% |
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