-49.9%
KHC vs ALK
-45.9%
-4.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +10.6% | +7.7% | +2.9% | +9.4% |
| 3M | +0.5% | -19.0% | +19.5% | +3.0% |
| 6M | +12.1% | -0.2% | +12.3% | +11.0% |
| YTD | +8.9% | -23.5% | +32.4% | +10.9% |
| 1Y | +7.5% | -9.1% | +16.6% | +6.5% |
| 3Y | -10.7% | +12.0% | -22.7% | -17.7% |
| 5Y | -13.2% | -30.9% | +17.7% | -14.9% |
| All | -49.9% | -45.9% | -4.0% | -55.0% |
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