-43.1%
KHC vs ALLY
+157.8%
-200.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +3.7% | -5.4% | -2.3% |
| 30D | -1.9% | -2.3% | +0.4% | -1.5% |
| 3M | +14.4% | +3.8% | +10.6% | +13.6% |
| 6M | +8.7% | +9.7% | -1.0% | +6.8% |
| YTD | +7.8% | -1.4% | +9.2% | +7.5% |
| 1Y | -1.5% | +8.2% | -9.8% | -3.4% |
| 3Y | -9.9% | +66.5% | -76.3% | -19.3% |
| 5Y | -10.7% | +1.2% | -11.9% | -14.7% |
| 10Y | -55.7% | +191.4% | -247.1% | -67.4% |
| All | -43.1% | +157.8% | -200.9% | -55.8% |
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