-20.5%
KHC vs ALHC
-59.7%
+39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.8% |
| 7D | -1.1% | +3.8% | -4.9% | -1.2% |
| 30D | +8.8% | +1.7% | +7.2% | +8.8% |
| 3M | -1.2% | -44.3% | +43.1% | -0.6% |
| 6M | +4.6% | -57.2% | +61.9% | +5.5% |
| YTD | +5.1% | -61.2% | +66.3% | +6.0% |
| 1Y | +6.2% | -53.2% | +59.4% | +6.8% |
| 3Y | -12.9% | +27.8% | -40.7% | -14.4% |
| 5Y | -16.8% | -65.4% | +48.6% | -18.5% |
| All | -20.5% | -59.7% | +39.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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