-43.7%
KHC vs ALB
+114.4%
-158.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | +1.1% | +9.1% | -8.0% | +0.3% |
| 30D | +12.0% | -3.4% | +15.4% | +12.3% |
| 3M | +0.2% | -20.6% | +20.8% | +2.3% |
| 6M | +10.3% | -48.2% | +58.5% | +17.2% |
| YTD | +6.7% | -29.2% | +36.0% | +8.9% |
| 1Y | +10.9% | +10.0% | +0.9% | +7.6% |
| 3Y | -12.6% | -12.9% | +0.3% | -16.6% |
| 5Y | -16.3% | -61.3% | +45.0% | -14.3% |
| 10Y | -53.2% | +35.8% | -89.0% | -68.0% |
| All | -43.7% | +114.4% | -158.0% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling