-43.7%
KHC vs ALM
+595.4%
-639.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.8% |
| 7D | +1.1% | -6.7% | +7.8% | +1.2% |
| 30D | +12.0% | -32.9% | +44.9% | +12.3% |
| 3M | +0.2% | -39.5% | +39.7% | +0.5% |
| 6M | +10.3% | -62.0% | +72.3% | +11.2% |
| YTD | +6.7% | -7.8% | +14.6% | +6.0% |
| 1Y | +10.9% | +26.7% | -15.8% | +9.6% |
| 3Y | -12.6% | +825.4% | -838.0% | -17.6% |
| 5Y | -16.3% | +401.2% | -417.5% | -20.8% |
| 10Y | -53.2% | +2,074.0% | -2,127.3% | -56.5% |
| All | -43.7% | +595.4% | -639.0% | -47.8% |
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