-55.4%
KHC vs ALM
+3,219.4%
-3,274.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | +0.1% |
| 7D | -2.2% | +8.4% | -10.6% | -2.3% |
| 30D | -0.1% | +34.8% | -34.9% | -0.5% |
| 3M | +8.3% | +16.2% | -7.9% | +8.0% |
| 6M | +5.0% | +2.1% | +2.8% | +4.6% |
| YTD | +8.0% | +117.0% | -109.0% | +6.1% |
| 1Y | -1.1% | +313.9% | -315.0% | -4.0% |
| 3Y | -10.7% | +2,327.9% | -2,338.7% | -18.2% |
| 5Y | -13.5% | +1,040.6% | -1,054.2% | -20.0% |
| 10Y | -55.4% | +3,219.4% | -3,274.8% | -60.4% |
| All | -55.4% | +3,219.4% | -3,274.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling