-14.8%
KHC vs ALLY
-9.5%
-5.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.7% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +12.0% | +3.1% | +8.9% | +11.7% |
| 3M | +0.2% | -12.6% | +12.7% | +1.3% |
| 6M | +10.3% | -12.4% | +22.8% | +11.5% |
| YTD | +6.7% | -13.2% | +19.9% | +7.8% |
| 1Y | +10.9% | +1.8% | +9.0% | +10.3% |
| 3Y | -12.6% | +58.0% | -70.6% | -16.8% |
| All | -14.8% | -9.5% | -5.3% | -13.9% |
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