-14.1%
KHC vs ALM
+410.2%
-424.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.2% | +2.6% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +10.6% | -19.3% | +29.9% | +10.6% |
| 3M | +0.5% | -40.6% | +41.2% | +0.5% |
| 6M | +12.1% | -57.9% | +70.0% | +12.2% |
| YTD | +8.9% | -6.7% | +15.6% | +8.0% |
| 1Y | +7.5% | +20.2% | -12.7% | +6.3% |
| 3Y | -10.7% | +879.4% | -890.2% | -17.3% |
| All | -14.1% | +410.2% | -424.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling