-52.3%
KHC vs ALK
-41.4%
-10.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -4.6% | +2.6% | -7.2% | -5.0% |
| 30D | +8.1% | +7.8% | +0.3% | +6.8% |
| 3M | 0.0% | -15.2% | +15.3% | +1.9% |
| 6M | +7.9% | +5.0% | +2.9% | +6.2% |
| YTD | +5.3% | -18.4% | +23.7% | +6.3% |
| 1Y | +5.1% | -2.4% | +7.5% | +3.2% |
| 3Y | -12.8% | +19.8% | -32.6% | -20.3% |
| 5Y | -16.2% | -27.8% | +11.6% | -18.2% |
| 10Y | -52.3% | -42.0% | -10.3% | -57.1% |
| All | -52.3% | -41.4% | -10.9% | -57.1% |
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