-14.1%
KHC vs ALLY
-10.0%
-4.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +2.0% | +0.4% | +1.7% | +2.0% |
| 30D | +10.6% | +5.2% | +5.4% | +10.1% |
| 3M | +0.5% | -13.3% | +13.8% | +1.7% |
| 6M | +12.1% | -6.7% | +18.7% | +12.6% |
| YTD | +8.9% | -12.8% | +21.7% | +10.0% |
| 1Y | +7.5% | +0.7% | +6.8% | +7.1% |
| 3Y | -10.7% | +65.2% | -75.9% | -15.4% |
| All | -14.1% | -10.0% | -4.1% | -12.6% |
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