-25.0%
KHC vs AS
+137.8%
-162.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.1% | +4.5% | -5.6% | -1.3% |
| 30D | +8.8% | +13.2% | -4.4% | +8.2% |
| 3M | -1.2% | -11.9% | +10.7% | -0.7% |
| 6M | +4.6% | -11.6% | +16.2% | +5.1% |
| YTD | +5.1% | -14.7% | +19.8% | +5.6% |
| 1Y | +6.2% | +5.7% | +0.5% | +5.8% |
| All | -25.0% | +137.8% | -162.8% | -28.1% |
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