-43.1%
KHC vs ATI
+653.7%
-696.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -1.9% | +2.7% | -4.6% | -2.2% |
| 3M | +14.4% | +16.3% | -1.9% | +12.4% |
| 6M | +8.7% | +30.2% | -21.5% | +5.4% |
| YTD | +7.8% | +83.6% | -75.8% | +1.0% |
| 1Y | -1.5% | +173.0% | -174.5% | -11.5% |
| 3Y | -9.9% | +356.6% | -366.5% | -24.6% |
| 5Y | -10.7% | +1,074.2% | -1,084.9% | -34.2% |
| 10Y | -55.7% | +1,136.2% | -1,191.9% | -69.7% |
| All | -43.1% | +653.7% | -696.9% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling