-49.9%
KHC vs ALLY
+174.3%
-224.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +2.0% | +0.4% | +1.7% | +2.0% |
| 30D | +10.6% | +5.2% | +5.4% | +9.8% |
| 3M | +0.5% | -13.3% | +13.8% | +2.7% |
| 6M | +12.1% | -6.7% | +18.7% | +13.1% |
| YTD | +8.9% | -12.8% | +21.7% | +10.7% |
| 1Y | +7.5% | +0.7% | +6.8% | +6.7% |
| 3Y | -10.7% | +65.2% | -75.9% | -20.0% |
| 5Y | -13.2% | -10.1% | -3.0% | -15.2% |
| All | -49.9% | +174.3% | -224.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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