-42.1%
KHC vs ALK
-34.9%
-7.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | 0.0% |
| 7D | +5.9% | +7.1% | -1.1% | +4.9% |
| 30D | +14.9% | -3.0% | +17.9% | +15.3% |
| 3M | 0.0% | -25.6% | +25.6% | +3.9% |
| 6M | +16.2% | +0.5% | +15.7% | +15.1% |
| YTD | +9.8% | -23.1% | +32.9% | +11.9% |
| 1Y | +12.1% | -7.5% | +19.6% | +10.8% |
| 3Y | -10.1% | +15.3% | -25.4% | -17.6% |
| 5Y | -13.9% | -34.8% | +20.9% | -14.6% |
| 10Y | -51.9% | -41.2% | -10.7% | -56.8% |
| All | -42.1% | -34.9% | -7.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling