-42.1%
KHC vs ALLY
+131.0%
-173.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.3% |
| 7D | +5.9% | -1.1% | +7.1% | +6.1% |
| 30D | +14.9% | +4.2% | +10.8% | +14.2% |
| 3M | 0.0% | -12.4% | +12.4% | +2.0% |
| 6M | +16.2% | -8.7% | +24.9% | +17.6% |
| YTD | +9.8% | -11.6% | +21.5% | +11.4% |
| 1Y | +12.1% | +0.2% | +11.9% | +11.3% |
| 3Y | -10.1% | +57.1% | -67.1% | -18.7% |
| 5Y | -13.9% | -6.8% | -7.0% | -16.7% |
| 10Y | -51.9% | +200.4% | -252.2% | -65.1% |
| All | -42.1% | +131.0% | -173.1% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling