-42.5%
KHC vs AGI
+420.5%
-463.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +2.0% | -10.1% | +12.1% | +2.4% |
| 30D | +10.6% | -6.5% | +17.2% | +10.8% |
| 3M | +0.5% | -12.8% | +13.3% | +0.8% |
| 6M | +12.1% | -34.3% | +46.4% | +13.2% |
| YTD | +8.9% | -25.6% | +34.5% | +9.5% |
| 1Y | +7.5% | -14.2% | +21.7% | +7.7% |
| 3Y | -10.7% | +127.3% | -138.0% | -13.4% |
| 5Y | -13.2% | +241.8% | -254.9% | -17.1% |
| 10Y | -50.6% | +381.8% | -432.4% | -53.1% |
| All | -42.5% | +420.5% | -463.0% | -45.1% |
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