-22.3%
KHC vs AS
+123.4%
-145.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | +2.0% | -4.9% | +6.9% | +2.3% |
| 30D | +10.6% | +3.9% | +6.7% | +10.4% |
| 3M | +0.5% | -9.6% | +10.1% | +0.9% |
| 6M | +12.1% | -8.7% | +20.7% | +12.4% |
| YTD | +8.9% | -19.8% | +28.7% | +9.7% |
| 1Y | +7.5% | -1.5% | +9.0% | +7.4% |
| All | -22.3% | +123.4% | -145.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling