-54.1%
KHC vs ALK
-37.5%
-16.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.7% |
| 7D | -2.0% | +8.9% | -11.0% | -3.2% |
| 30D | +9.7% | +5.9% | +3.7% | +8.6% |
| 3M | -2.0% | -16.5% | +14.5% | 0.0% |
| 6M | +5.4% | +2.1% | +3.3% | +4.2% |
| YTD | +5.9% | -17.1% | +23.0% | +6.7% |
| 1Y | +7.5% | -2.9% | +10.3% | +5.6% |
| 3Y | -12.4% | +24.5% | -36.9% | -20.4% |
| 5Y | -15.8% | -29.1% | +13.3% | -17.5% |
| 10Y | -54.1% | -39.1% | -15.0% | -58.0% |
| All | -54.1% | -37.5% | -16.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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