-10.3%
KHC vs ALLY
+1.6%
-11.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +3.7% | -5.4% | -2.1% |
| 30D | -1.9% | -2.3% | +0.4% | -1.7% |
| 3M | +14.4% | +3.8% | +10.6% | +14.0% |
| 6M | +8.7% | +9.7% | -1.0% | +7.7% |
| YTD | +7.8% | -1.4% | +9.2% | +7.7% |
| 1Y | -1.5% | +8.2% | -9.8% | -2.5% |
| 3Y | -9.9% | +66.5% | -76.3% | -14.9% |
| All | -10.3% | +1.6% | -11.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling