-43.1%
KHC vs ALL
+415.6%
-458.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -1.5% | -0.4% | -1.5% |
| 3M | +14.4% | +23.6% | -9.2% | +5.3% |
| 6M | +8.7% | +22.3% | -13.6% | +0.2% |
| YTD | +7.8% | +26.5% | -18.7% | -2.3% |
| 1Y | -1.5% | +27.0% | -28.5% | -11.1% |
| 3Y | -9.9% | +149.6% | -159.4% | -39.6% |
| 5Y | -10.7% | +118.1% | -128.8% | -38.9% |
| 10Y | -55.7% | +369.0% | -424.7% | -79.9% |
| All | -43.1% | +415.6% | -458.7% | -76.1% |
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 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