-52.4%
KHC vs ALK
-39.7%
-12.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.1% | +12.9% | -14.1% | -2.8% |
| 30D | +8.8% | +5.5% | +3.3% | +7.9% |
| 3M | -1.2% | -12.1% | +10.9% | +0.2% |
| 6M | +4.6% | +1.7% | +2.9% | +3.5% |
| YTD | +5.1% | -17.4% | +22.5% | +6.0% |
| 1Y | +6.2% | -1.9% | +8.2% | +4.2% |
| 3Y | -12.9% | +21.2% | -34.1% | -20.5% |
| 5Y | -16.8% | -27.8% | +11.0% | -18.7% |
| 10Y | -52.4% | -41.0% | -11.4% | -57.8% |
| All | -52.4% | -39.7% | -12.7% | -57.8% |
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