-12.9%
KHC vs ALLY
+60.4%
-73.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.1% | -0.7% | -0.5% | -1.1% |
| 30D | +8.8% | +1.1% | +7.7% | +8.7% |
| 3M | -1.2% | -13.2% | +12.0% | 0.0% |
| 6M | +4.6% | -13.5% | +18.1% | +6.0% |
| YTD | +5.1% | -14.3% | +19.4% | +6.5% |
| 1Y | +6.2% | -1.1% | +7.4% | +5.9% |
| 3Y | -12.9% | +62.0% | -74.9% | -14.2% |
| All | -12.9% | +60.4% | -73.3% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling