-43.7%
KHC vs ALLE
+254.1%
-297.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +12.0% | +25.3% | -13.4% | +4.2% |
| 3M | +0.2% | +10.3% | -10.1% | -3.1% |
| 6M | +10.3% | +38.0% | -27.7% | -0.9% |
| YTD | +6.7% | +17.8% | -11.0% | +0.4% |
| 1Y | +10.9% | +13.6% | -2.7% | +5.4% |
| 3Y | -12.6% | +89.2% | -101.8% | -31.0% |
| 5Y | -16.3% | +51.1% | -67.3% | -30.0% |
| 10Y | -53.2% | +228.1% | -281.3% | -72.6% |
| All | -43.7% | +254.1% | -297.8% | -68.5% |
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