+12.5%
KHC vs ALLE
+18.6%
-6.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.3% |
| 7D | +6.6% | +6.7% | 0.0% | +5.0% |
| 30D | +16.5% | +25.4% | -8.9% | +10.7% |
| 3M | -3.0% | +16.9% | -19.9% | -6.8% |
| 6M | +17.4% | +46.6% | -29.2% | +8.5% |
| YTD | +10.3% | +22.4% | -12.1% | +7.4% |
| 1Y | +12.5% | +17.7% | -5.3% | +11.3% |
| All | +12.5% | +18.6% | -6.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling