-10.3%
KHC vs AG
+64.2%
-74.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.8% | +1.0% | -2.8% | -1.8% |
| 30D | -1.9% | +19.2% | -21.1% | -2.2% |
| 3M | +14.4% | +6.2% | +8.2% | +14.2% |
| 6M | +8.7% | -26.7% | +35.4% | +9.2% |
| YTD | +7.8% | +26.1% | -18.3% | +7.1% |
| 1Y | -1.5% | +131.7% | -133.2% | -3.4% |
| 3Y | -9.9% | +255.3% | -265.2% | -13.5% |
| All | -10.3% | +64.2% | -74.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling