-15.3%
KHC vs ALK
-31.3%
+15.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.2% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | +9.1% | +3.3% | +5.9% | +8.8% |
| 3M | +1.4% | -17.6% | +19.0% | +2.4% |
| 6M | +8.4% | +0.8% | +7.5% | +7.8% |
| YTD | +6.2% | -22.4% | +28.5% | +6.9% |
| 1Y | +5.7% | -10.1% | +15.7% | +5.2% |
| 3Y | -12.0% | +14.0% | -26.0% | -15.7% |
| 5Y | -15.3% | -29.8% | +14.5% | -15.1% |
| All | -15.3% | -31.3% | +15.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling