+8.4%
KHC vs ALC
+26.4%
-17.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.3% | -6.2% | +2.8% | -1.9% |
| 30D | +9.1% | +14.0% | -4.9% | +6.0% |
| 3M | +1.4% | -2.4% | +3.8% | +1.9% |
| 6M | +8.4% | +12.6% | -4.3% | +5.4% |
| YTD | +6.2% | -8.4% | +14.6% | +7.4% |
| 1Y | +5.7% | -9.1% | +14.8% | +7.0% |
| 3Y | -12.0% | -0.3% | -11.8% | -14.2% |
| 5Y | -15.3% | -9.9% | -5.4% | -16.3% |
| All | +8.4% | +26.4% | -17.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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