-43.0%
KHC vs AGG
+21.8%
-64.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -0.1% | -0.4% | +0.3% | +0.1% |
| 3M | +8.3% | -0.3% | +8.6% | +8.5% |
| 6M | +5.0% | -1.2% | +6.2% | +5.5% |
| YTD | +8.0% | -0.4% | +8.3% | +8.2% |
| 1Y | -1.1% | +0.4% | -1.5% | -1.2% |
| 3Y | -10.7% | +13.4% | -24.1% | -14.3% |
| 5Y | -13.5% | -1.4% | -12.1% | -14.2% |
| 10Y | -55.4% | +14.8% | -70.2% | -56.9% |
| All | -43.0% | +21.8% | -64.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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