-14.3%
KHC vs ALNY
+22.8%
-37.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -2.5% | -6.4% | +3.9% | -2.2% |
| 30D | +0.5% | +11.9% | -11.4% | -0.1% |
| 3M | +3.0% | -15.0% | +18.0% | +3.4% |
| 6M | +6.6% | -23.2% | +29.9% | +7.3% |
| YTD | +5.8% | -37.8% | +43.5% | +7.0% |
| 1Y | -2.2% | -47.3% | +45.0% | -0.5% |
| All | -14.3% | +22.8% | -37.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 3y: compounded portfolio wealth divided by compounded ALNY 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…
3y analysis · Full analysis span regression · 6 months rolling