-43.1%
KHC vs ALM
+1,404.6%
-1,447.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.8% | -2.6% | +0.8% | -1.7% |
| 30D | -1.9% | +32.0% | -33.9% | -2.2% |
| 3M | +14.4% | -15.0% | +29.4% | +14.5% |
| 6M | +8.7% | -10.1% | +18.8% | +8.6% |
| YTD | +7.8% | +99.4% | -91.7% | +6.4% |
| 1Y | -1.5% | +316.4% | -317.9% | -3.9% |
| 3Y | -9.9% | +2,022.0% | -2,031.8% | -15.8% |
| 5Y | -10.7% | +941.2% | -951.9% | -16.1% |
| 10Y | -55.7% | +2,950.3% | -3,006.0% | -59.2% |
| All | -43.1% | +1,404.6% | -1,447.7% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling