-44.1%
KHC vs AGI
+492.9%
-537.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.8% |
| 7D | -2.0% | +17.4% | -19.4% | -2.5% |
| 30D | +9.7% | -0.9% | +10.6% | +9.6% |
| 3M | -2.0% | -1.6% | -0.4% | -2.1% |
| 6M | +5.4% | -24.7% | +30.1% | +6.1% |
| YTD | +5.9% | -15.3% | +21.2% | +6.1% |
| 1Y | +7.5% | +5.5% | +2.0% | +7.0% |
| 3Y | -12.4% | +154.5% | -166.9% | -15.3% |
| 5Y | -15.8% | +310.6% | -326.5% | -20.0% |
| 10Y | -54.1% | +362.7% | -416.8% | -56.6% |
| All | -44.1% | +492.9% | -537.0% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling