-1.4%
KHC vs ARES
-20.5%
+19.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | +0.3% | -2.4% | +2.7% | +0.4% |
| 3M | +6.7% | +3.9% | +2.8% | +6.9% |
| 6M | +4.2% | +26.4% | -22.2% | +4.3% |
| YTD | +6.7% | -14.9% | +21.6% | +6.3% |
| 1Y | -1.4% | -20.4% | +19.0% | -2.0% |
| All | -1.4% | -20.5% | +19.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1y: compounded portfolio wealth divided by compounded ARES 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…
1y analysis · Full analysis span regression · 6 months rolling