-14.8%
KHC vs ALHC
-64.2%
+49.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.8% |
| 7D | +1.1% | +1.0% | +0.1% | +1.1% |
| 30D | +12.0% | -14.2% | +26.1% | +12.2% |
| 3M | +0.2% | -45.1% | +45.3% | +0.9% |
| 6M | +10.3% | -59.5% | +69.9% | +11.5% |
| YTD | +6.7% | -62.8% | +69.6% | +7.9% |
| 1Y | +10.9% | -55.5% | +66.3% | +11.7% |
| 3Y | -12.6% | +25.7% | -38.3% | -14.8% |
| All | -14.8% | -64.2% | +49.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling