-12.6%
KHC vs ARES
+37.4%
-50.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +1.1% | +4.5% | -3.4% | +0.9% |
| 30D | +12.0% | +15.7% | -3.8% | +11.4% |
| 3M | +0.2% | -2.0% | +2.2% | 0.0% |
| 6M | +10.3% | +10.4% | -0.1% | +10.0% |
| YTD | +6.7% | -14.2% | +21.0% | +6.8% |
| 1Y | +10.9% | -7.8% | +18.6% | +10.6% |
| 3Y | -12.6% | +41.4% | -54.0% | -10.4% |
| All | -12.6% | +37.4% | -50.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling