-55.6%
KHC vs AJG
+473.1%
-528.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.0% | -8.3% | +7.3% | +2.0% |
| 30D | +1.9% | -5.7% | +7.6% | +3.9% |
| 3M | +3.2% | +9.1% | -5.9% | -0.1% |
| 6M | +10.0% | +15.2% | -5.2% | +4.0% |
| YTD | +6.7% | -6.3% | +13.0% | +8.2% |
| 1Y | -0.9% | -19.1% | +18.2% | +5.9% |
| 3Y | -13.6% | +8.2% | -21.8% | -19.2% |
| 5Y | -12.8% | +75.6% | -88.5% | -35.4% |
| All | -55.6% | +473.1% | -528.7% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling