-52.4%
KHC vs ATI
+1,024.4%
-1,076.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | -1.1% | +1.3% | -2.5% | -1.3% |
| 30D | +8.8% | -4.8% | +13.6% | +9.1% |
| 3M | -1.2% | -19.9% | +18.7% | +0.5% |
| 6M | +4.6% | +15.4% | -10.7% | +2.2% |
| YTD | +5.1% | +59.2% | -54.1% | -1.2% |
| 1Y | +6.2% | +86.3% | -80.0% | -1.9% |
| 3Y | -12.9% | +318.2% | -331.1% | -28.3% |
| 5Y | -16.8% | +958.6% | -975.4% | -40.9% |
| 10Y | -52.4% | +996.8% | -1,049.2% | -67.5% |
| All | -52.4% | +1,024.4% | -1,076.9% | -67.5% |
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