-55.8%
KHC vs ALLY
+193.4%
-249.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +3.7% | -5.4% | -2.3% |
| 30D | -1.9% | -2.3% | +0.4% | -1.6% |
| 3M | +14.4% | +3.8% | +10.6% | +13.6% |
| 6M | +8.7% | +9.7% | -1.0% | +6.8% |
| YTD | +7.8% | -1.4% | +9.2% | +7.5% |
| 1Y | -1.5% | +8.2% | -9.8% | -3.4% |
| 3Y | -9.9% | +66.5% | -76.3% | -19.1% |
| 5Y | -10.7% | +1.2% | -11.9% | -14.5% |
| All | -55.8% | +193.4% | -249.1% | -62.6% |
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