-54.1%
KHC vs ALB
+38.2%
-92.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -2.0% | +9.5% | -11.5% | -2.8% |
| 30D | +9.7% | -2.1% | +11.8% | +9.8% |
| 3M | -2.0% | -24.1% | +22.1% | +0.2% |
| 6M | +5.4% | -51.0% | +56.4% | +11.7% |
| YTD | +5.9% | -29.3% | +35.2% | +7.8% |
| 1Y | +7.5% | +3.2% | +4.3% | +5.3% |
| 3Y | -12.4% | -9.3% | -3.1% | -16.3% |
| 5Y | -15.8% | -61.6% | +45.8% | -14.0% |
| 10Y | -54.1% | +40.8% | -94.9% | -68.2% |
| All | -54.1% | +38.2% | -92.3% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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