-13.5%
KHC vs ARES
+105.3%
-118.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.1% | +1.3% | -1.4% | -0.1% |
| 3M | +8.3% | +10.4% | -2.0% | +8.0% |
| 6M | +5.0% | +29.0% | -24.1% | +3.9% |
| YTD | +8.0% | -12.2% | +20.2% | +8.3% |
| 1Y | -1.1% | -18.4% | +17.3% | -0.6% |
| 3Y | -10.7% | +43.2% | -53.9% | -13.2% |
| 5Y | -13.5% | +102.6% | -116.1% | -18.5% |
| All | -13.5% | +105.3% | -118.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling