-43.7%
KHC vs ALNY
+120.9%
-164.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | +0.3% | +18.9% | -18.6% | -0.7% |
| 3M | +6.7% | -13.3% | +20.0% | +7.2% |
| 6M | +4.2% | -20.3% | +24.4% | +5.0% |
| YTD | +6.7% | -35.1% | +41.9% | +8.6% |
| 1Y | -1.4% | -46.5% | +45.1% | +1.3% |
| 3Y | -11.8% | +28.1% | -39.8% | -14.4% |
| 5Y | -13.4% | +36.1% | -49.4% | -17.6% |
| 10Y | -54.3% | +269.7% | -324.0% | -60.2% |
| All | -43.7% | +120.9% | -164.6% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling