-43.7%
KHC vs ALLY
+127.1%
-170.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +12.0% | +3.1% | +8.9% | +11.4% |
| 3M | +0.2% | -12.6% | +12.7% | +2.2% |
| 6M | +10.3% | -12.4% | +22.8% | +12.5% |
| YTD | +6.7% | -13.2% | +19.9% | +8.6% |
| 1Y | +10.9% | +1.8% | +9.0% | +9.8% |
| 3Y | -12.6% | +58.0% | -70.6% | -21.1% |
| 5Y | -16.3% | -8.4% | -7.9% | -18.8% |
| 10Y | -53.2% | +195.3% | -248.5% | -65.9% |
| All | -43.7% | +127.1% | -170.8% | -55.4% |
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