-43.7%
KHC vs ARES
+1,027.3%
-1,070.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +1.1% | +4.5% | -3.4% | +0.5% |
| 30D | +12.0% | +15.7% | -3.8% | +9.9% |
| 3M | +0.2% | -2.0% | +2.2% | +0.3% |
| 6M | +10.3% | +10.4% | -0.1% | +8.6% |
| YTD | +6.7% | -14.2% | +21.0% | +7.9% |
| 1Y | +10.9% | -7.8% | +18.6% | +10.8% |
| 3Y | -12.6% | +41.4% | -54.0% | -20.3% |
| 5Y | -16.3% | +83.7% | -100.0% | -28.8% |
| 10Y | -53.2% | +1,204.1% | -1,257.3% | -70.1% |
| All | -43.7% | +1,027.3% | -1,070.9% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling