-49.9%
KHC vs ALL
+377.9%
-427.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +2.0% | +5.0% | -3.0% | +0.2% |
| 30D | +10.6% | +13.3% | -2.7% | +5.8% |
| 3M | +0.5% | +3.2% | -2.7% | -0.8% |
| 6M | +12.1% | +25.3% | -13.3% | +2.6% |
| YTD | +8.9% | +30.5% | -21.5% | -2.2% |
| 1Y | +7.5% | +29.2% | -21.7% | -3.2% |
| 3Y | -10.7% | +119.1% | -129.8% | -36.3% |
| 5Y | -13.2% | +162.6% | -175.8% | -45.3% |
| All | -49.9% | +377.9% | -427.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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