-20.4%
KHC vs ALHC
-59.6%
+39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.6% | -5.5% | +0.9% | -4.5% |
| 30D | +8.1% | -4.9% | +13.1% | +8.1% |
| 3M | 0.0% | -41.7% | +41.8% | +0.6% |
| 6M | +7.9% | -55.2% | +63.1% | +8.7% |
| YTD | +5.3% | -61.1% | +66.3% | +6.1% |
| 1Y | +5.1% | -53.3% | +58.5% | +5.7% |
| 3Y | -12.8% | +28.2% | -41.0% | -14.3% |
| 5Y | -16.2% | -65.8% | +49.6% | -17.9% |
| All | -20.4% | -59.6% | +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