-12.6%
KHC vs AG
+219.8%
-232.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.8% |
| 7D | +1.1% | +6.3% | -5.2% | +1.1% |
| 30D | +12.0% | -8.9% | +20.9% | +12.0% |
| 3M | +0.2% | -12.2% | +12.4% | +0.2% |
| 6M | +10.3% | -28.3% | +38.6% | +10.6% |
| YTD | +6.7% | -8.8% | +15.6% | +7.0% |
| 1Y | +10.9% | +39.4% | -28.5% | +11.1% |
| 3Y | -12.6% | +229.4% | -242.1% | -15.3% |
| All | -12.6% | +219.8% | -232.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling