-9.8%
KHC vs ALB
-34.0%
+24.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.5% |
| 7D | -1.8% | -8.1% | +6.3% | -1.4% |
| 30D | -1.9% | +6.3% | -8.1% | -2.1% |
| 3M | +14.4% | -23.6% | +38.0% | +15.9% |
| 6M | +8.7% | -24.6% | +33.3% | +10.0% |
| YTD | +7.8% | -10.3% | +18.0% | +7.7% |
| 1Y | -1.5% | +61.5% | -63.0% | -5.5% |
| All | -9.8% | -34.0% | +24.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling