-10.7%
KHC vs AR
+48.6%
-59.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.0% | +7.4% | -5.3% | +2.1% |
| 30D | +10.6% | +5.8% | +4.9% | +10.6% |
| 3M | +0.5% | +5.2% | -4.7% | +0.5% |
| 6M | +12.1% | +5.4% | +6.6% | +12.1% |
| YTD | +8.9% | +12.4% | -3.5% | +9.0% |
| 1Y | +7.5% | +12.8% | -5.3% | +7.5% |
| 3Y | -10.7% | +47.2% | -57.9% | -13.6% |
| All | -10.7% | +48.6% | -59.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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