+7.5%
KHC vs ALC
+27.5%
-20.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -4.6% | -6.3% | +1.7% | -3.2% |
| 30D | +8.1% | +12.6% | -4.5% | +5.3% |
| 3M | 0.0% | -3.8% | +3.9% | +0.8% |
| 6M | +7.9% | +16.8% | -8.9% | +4.1% |
| YTD | +5.3% | -7.6% | +12.9% | +6.3% |
| 1Y | +5.1% | -5.9% | +11.0% | +5.6% |
| 3Y | -12.8% | +0.6% | -13.4% | -15.1% |
| 5Y | -16.2% | -9.5% | -6.7% | -17.2% |
| All | +7.5% | +27.5% | -20.0% | -14.2% |
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