-55.5%
KHC vs ALB
+74.4%
-129.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.3% |
| 7D | -1.8% | -8.1% | +6.3% | -1.0% |
| 30D | -1.9% | +6.3% | -8.1% | -2.4% |
| 3M | +14.4% | -23.6% | +38.0% | +16.8% |
| 6M | +8.7% | -24.6% | +33.3% | +10.7% |
| YTD | +7.8% | -10.3% | +18.0% | +7.6% |
| 1Y | -1.5% | +61.5% | -63.0% | -7.8% |
| 3Y | -9.9% | -34.0% | +24.1% | -10.4% |
| 5Y | -10.7% | -44.6% | +33.9% | -12.8% |
| All | -55.5% | +74.4% | -129.9% | -70.8% |
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