-54.1%
KHC vs ALM
+2,221.4%
-2,275.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.1% | -8.8% | -0.9% |
| 7D | -2.0% | +0.7% | -2.8% | -2.1% |
| 30D | +9.7% | -26.1% | +35.7% | +10.0% |
| 3M | -2.0% | -38.1% | +36.1% | -1.5% |
| 6M | +5.4% | -55.4% | +60.8% | +6.2% |
| YTD | +5.9% | -0.4% | +6.3% | +4.9% |
| 1Y | +7.5% | +25.4% | -17.9% | +5.9% |
| 3Y | -12.4% | +907.8% | -920.2% | -19.1% |
| 5Y | -15.8% | +440.2% | -456.0% | -21.9% |
| 10Y | -54.1% | +2,031.1% | -2,085.2% | -60.0% |
| All | -54.1% | +2,221.4% | -2,275.5% | -60.0% |
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