-42.1%
KHC vs ALLE
+257.5%
-299.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.9% | +20.6% | -5.6% | +8.2% |
| 3M | 0.0% | +11.4% | -11.4% | -3.6% |
| 6M | +16.2% | +42.5% | -26.4% | +3.3% |
| YTD | +9.8% | +18.9% | -9.1% | +3.0% |
| 1Y | +12.1% | +14.2% | -2.1% | +6.4% |
| 3Y | -10.1% | +90.7% | -100.7% | -29.1% |
| 5Y | -13.9% | +52.5% | -66.4% | -28.2% |
| 10Y | -51.9% | +231.2% | -283.1% | -71.9% |
| All | -42.1% | +257.5% | -299.5% | -67.7% |
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