-54.3%
KHC vs ATI
+1,068.2%
-1,122.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.0% |
| 30D | +0.3% | -9.5% | +9.8% | +1.1% |
| 3M | +6.7% | +10.4% | -3.7% | +5.3% |
| 6M | +4.2% | +31.8% | -27.6% | +0.7% |
| YTD | +6.7% | +80.0% | -73.2% | -0.2% |
| 1Y | -1.4% | +175.8% | -177.2% | -12.1% |
| 3Y | -11.8% | +364.2% | -376.0% | -27.4% |
| 5Y | -13.4% | +1,076.9% | -1,090.2% | -38.0% |
| 10Y | -54.3% | +1,178.1% | -1,232.4% | -68.4% |
| All | -54.3% | +1,068.2% | -1,122.5% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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