-16.2%
KHC vs AGI
+260.0%
-276.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +8.1% | -7.6% | +15.7% | +8.4% |
| 3M | 0.0% | -10.2% | +10.2% | +0.4% |
| 6M | +7.9% | -31.5% | +39.4% | +10.1% |
| YTD | +5.3% | -22.0% | +27.3% | +6.2% |
| 1Y | +5.1% | -7.9% | +13.0% | +5.0% |
| 3Y | -12.8% | +137.6% | -150.4% | -20.3% |
| 5Y | -16.2% | +256.7% | -272.9% | -27.5% |
| All | -16.2% | +260.0% | -276.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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