-54.1%
KHC vs ALLY
+201.0%
-255.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +9.7% | +3.4% | +6.2% | +9.1% |
| 3M | -2.0% | -11.1% | +9.0% | -0.3% |
| 6M | +5.4% | -11.5% | +16.9% | +7.2% |
| YTD | +5.9% | -12.3% | +18.2% | +7.5% |
| 1Y | +7.5% | +1.1% | +6.4% | +6.6% |
| 3Y | -12.4% | +64.8% | -77.2% | -21.3% |
| 5Y | -15.8% | -6.9% | -9.0% | -18.4% |
| 10Y | -54.1% | +194.9% | -249.0% | -59.3% |
| All | -54.1% | +201.0% | -255.1% | -59.3% |
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