-10.3%
KHC vs ATI
+1,074.8%
-1,085.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -1.9% | +2.7% | -4.6% | -2.0% |
| 3M | +14.4% | +16.3% | -1.9% | +13.7% |
| 6M | +8.7% | +30.2% | -21.5% | +7.4% |
| YTD | +7.8% | +83.6% | -75.8% | +4.8% |
| 1Y | -1.5% | +173.0% | -174.5% | -6.2% |
| 3Y | -9.9% | +356.6% | -366.5% | -17.4% |
| All | -10.3% | +1,074.8% | -1,085.2% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling