-13.8%
KHC vs ALK
+22.2%
-36.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.1% | +12.9% | -14.1% | -2.0% |
| 30D | +8.8% | +5.5% | +3.3% | +8.2% |
| 3M | -1.2% | -12.1% | +10.9% | -0.8% |
| 6M | +4.6% | +1.7% | +2.9% | +4.0% |
| YTD | +5.1% | -17.4% | +22.5% | +5.4% |
| 1Y | +6.2% | -1.9% | +8.2% | +5.0% |
| All | -13.8% | +22.2% | -36.0% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling