-11.7%
KHC vs ATI
+302.5%
-314.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -2.6% |
| 7D | +1.1% | +6.2% | -5.1% | +1.4% |
| 30D | +12.0% | -7.1% | +19.0% | +11.8% |
| 3M | +0.2% | -21.3% | +21.5% | -0.4% |
| 6M | +10.3% | +6.5% | +3.9% | +10.0% |
| YTD | +6.7% | +53.2% | -46.4% | +6.3% |
| 1Y | +10.9% | +82.7% | -71.9% | +10.2% |
| All | -11.7% | +302.5% | -314.3% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling