-55.8%
KHC vs ALK
-35.2%
-20.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | -19.2% | +17.4% | +0.9% |
| 3M | +14.4% | -1.5% | +15.9% | +14.0% |
| 6M | +8.7% | -13.1% | +21.8% | +9.6% |
| YTD | +7.8% | -16.4% | +24.2% | +8.8% |
| 1Y | -1.5% | -33.1% | +31.6% | +2.3% |
| 3Y | -9.9% | +0.6% | -10.5% | -14.9% |
| 5Y | -10.7% | -26.4% | +15.7% | -13.0% |
| All | -55.8% | -35.2% | -20.6% | -61.4% |
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