-14.8%
KHC vs AR
+71.8%
-86.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | +1.1% | -14.3% | +15.4% | +1.5% |
| 30D | +12.0% | +1.4% | +10.5% | +11.9% |
| 3M | +0.2% | +3.4% | -3.2% | 0.0% |
| 6M | +10.3% | -2.1% | +12.4% | +10.3% |
| YTD | +6.7% | +4.7% | +2.0% | +6.3% |
| 1Y | +10.9% | +10.6% | +0.3% | +10.2% |
| 3Y | -12.6% | +24.6% | -37.2% | -14.6% |
| All | -14.8% | +71.8% | -86.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling