-12.6%
KHC vs ALL
+105.5%
-118.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.7% |
| 7D | +1.1% | -1.9% | +3.1% | +1.6% |
| 30D | +12.0% | +13.8% | -1.8% | +8.9% |
| 3M | +0.2% | -7.0% | +7.2% | +1.6% |
| 6M | +10.3% | +18.0% | -7.7% | +6.2% |
| YTD | +6.7% | +24.2% | -17.5% | +1.3% |
| 1Y | +10.9% | +31.2% | -20.3% | +3.7% |
| 3Y | -12.6% | +107.5% | -120.2% | -30.2% |
| All | -12.6% | +105.5% | -118.2% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling