-51.2%
KHC vs ALM
+1,942.8%
-1,994.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +0.9% |
| 7D | -3.3% | -4.0% | +0.7% | -3.3% |
| 30D | +9.1% | -30.5% | +39.6% | +9.5% |
| 3M | +1.4% | -46.9% | +48.3% | +2.0% |
| 6M | +8.4% | -65.5% | +73.9% | +9.5% |
| YTD | +6.2% | -13.4% | +19.6% | +5.3% |
| 1Y | +5.7% | +9.8% | -4.1% | +4.3% |
| 3Y | -12.0% | +783.1% | -795.1% | -18.4% |
| 5Y | -15.3% | +378.3% | -393.6% | -21.2% |
| All | -51.2% | +1,942.8% | -1,994.0% | -56.6% |
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