-14.8%
KHC vs ALLE
+49.9%
-64.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +12.0% | +25.3% | -13.4% | +7.1% |
| 3M | +0.2% | +10.3% | -10.1% | -1.9% |
| 6M | +10.3% | +38.0% | -27.7% | +3.4% |
| YTD | +6.7% | +17.8% | -11.0% | +3.0% |
| 1Y | +10.9% | +13.6% | -2.7% | +7.7% |
| 3Y | -12.6% | +89.2% | -101.8% | -22.5% |
| All | -14.8% | +49.9% | -64.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling