-49.9%
KHC vs ALLE
+211.7%
-261.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +2.0% | +3.6% | -1.5% | +0.9% |
| 30D | +10.6% | +25.9% | -15.3% | +3.2% |
| 3M | +0.5% | +15.8% | -15.2% | -4.0% |
| 6M | +12.1% | +48.1% | -36.0% | -1.0% |
| YTD | +8.9% | +22.0% | -13.1% | +1.7% |
| 1Y | +7.5% | +18.0% | -10.5% | +1.3% |
| 3Y | -10.7% | +93.1% | -103.8% | -29.0% |
| 5Y | -13.2% | +52.1% | -65.2% | -26.5% |
| All | -49.9% | +211.7% | -261.6% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling