-43.7%
KHC vs AG
+227.3%
-271.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.9% |
| 7D | +1.1% | +6.3% | -5.2% | +0.9% |
| 30D | +12.0% | -8.9% | +20.9% | +12.2% |
| 3M | +0.2% | -12.2% | +12.4% | +0.4% |
| 6M | +10.3% | -28.3% | +38.6% | +11.0% |
| YTD | +6.7% | -8.8% | +15.6% | +6.3% |
| 1Y | +10.9% | +39.4% | -28.5% | +8.9% |
| 3Y | -12.6% | +229.4% | -242.1% | -17.8% |
| 5Y | -16.3% | +14.5% | -30.8% | -19.0% |
| 10Y | -53.2% | +82.7% | -135.9% | -56.6% |
| All | -43.7% | +227.3% | -271.0% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling