-43.1%
KHC vs ALLE
+199.1%
-242.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | -1.9% | -6.8% | +4.9% | +0.3% |
| 3M | +14.4% | +21.0% | -6.6% | +7.2% |
| 6M | +8.7% | +1.1% | +7.6% | +7.6% |
| YTD | +7.8% | -0.5% | +8.3% | +7.1% |
| 1Y | -1.5% | -7.3% | +5.7% | -0.1% |
| 3Y | -9.9% | +42.3% | -52.1% | -21.8% |
| 5Y | -10.7% | +13.5% | -24.2% | -17.4% |
| 10Y | -55.7% | +144.0% | -199.7% | -70.7% |
| All | -43.1% | +199.1% | -242.2% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling