-1.3%
KHC vs ALLY
+8.6%
-9.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +3.7% | -5.4% | -2.0% |
| 30D | -1.9% | -2.3% | +0.4% | -1.7% |
| 3M | +14.4% | +3.8% | +10.6% | +14.4% |
| 6M | +8.7% | +9.7% | -1.0% | +8.7% |
| YTD | +7.8% | -1.4% | +9.2% | +8.5% |
| All | -1.3% | +8.6% | -9.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling