-49.9%
KHC vs AG
+76.0%
-125.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.6% |
| 7D | +2.0% | -10.0% | +12.0% | +2.3% |
| 30D | +10.6% | -10.5% | +21.1% | +10.9% |
| 3M | +0.5% | -27.3% | +27.8% | +1.3% |
| 6M | +12.1% | -43.0% | +55.0% | +13.6% |
| YTD | +8.9% | -17.9% | +26.8% | +8.8% |
| 1Y | +7.5% | +11.9% | -4.4% | +6.2% |
| 3Y | -10.7% | +201.8% | -212.5% | -16.2% |
| 5Y | -13.2% | -0.1% | -13.1% | -15.7% |
| All | -49.9% | +76.0% | -125.9% | -53.7% |
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