-54.1%
KHC vs ALLE
+233.6%
-287.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.6% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +9.7% | +26.6% | -17.0% | +2.2% |
| 3M | -2.0% | +13.2% | -15.2% | -5.7% |
| 6M | +5.4% | +42.9% | -37.5% | -5.7% |
| YTD | +5.9% | +21.0% | -15.1% | -0.8% |
| 1Y | +7.5% | +15.2% | -7.7% | +2.1% |
| 3Y | -12.4% | +95.6% | -108.0% | -30.5% |
| 5Y | -15.8% | +53.4% | -69.3% | -29.0% |
| 10Y | -54.1% | +221.5% | -275.6% | -67.6% |
| All | -54.1% | +233.6% | -287.7% | -67.6% |
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