-15.3%
KHC vs ALLY
-10.9%
-4.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -3.3% | -2.1% | -1.2% | -3.1% |
| 30D | +9.1% | +2.0% | +7.1% | +8.9% |
| 3M | +1.4% | -13.3% | +14.7% | +2.6% |
| 6M | +8.4% | -9.9% | +18.2% | +9.2% |
| YTD | +6.2% | -13.5% | +19.7% | +7.3% |
| 1Y | +5.7% | -2.8% | +8.5% | +5.6% |
| 3Y | -12.0% | +63.4% | -75.5% | -16.5% |
| 5Y | -15.3% | -10.9% | -4.5% | -13.6% |
| All | -15.3% | -10.9% | -4.4% | -13.6% |
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 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