-13.4%
KHC vs AGI
+392.7%
-406.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -4.8% | +2.2% | -7.0% | -4.9% |
| 30D | +0.3% | +11.3% | -11.0% | -0.4% |
| 3M | +6.7% | +5.6% | +1.1% | +6.2% |
| 6M | +4.2% | -27.7% | +31.8% | +6.0% |
| YTD | +6.7% | -4.1% | +10.8% | +6.6% |
| 1Y | -1.4% | +13.8% | -15.2% | -2.8% |
| 3Y | -11.8% | +217.0% | -228.8% | -20.8% |
| 5Y | -13.4% | +404.3% | -417.7% | -26.4% |
| All | -13.4% | +392.7% | -406.0% | -26.4% |
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