-44.1%
KHC vs ALL
+404.1%
-448.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.0% | -3.9% | +1.8% | -0.6% |
| 30D | +9.7% | +10.6% | -1.0% | +5.7% |
| 3M | -2.0% | -4.6% | +2.5% | -0.4% |
| 6M | +5.4% | +20.2% | -14.8% | -2.1% |
| YTD | +5.9% | +23.7% | -17.8% | -3.2% |
| 1Y | +7.5% | +27.9% | -20.4% | -3.2% |
| 3Y | -12.4% | +109.2% | -121.6% | -36.8% |
| 5Y | -15.8% | +148.0% | -163.8% | -46.1% |
| 10Y | -54.1% | +363.8% | -417.8% | -79.1% |
| All | -44.1% | +404.1% | -448.2% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling