-44.1%
KHC vs ATI
+561.4%
-605.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -5.9% | -1.2% |
| 7D | -2.0% | +6.0% | -8.0% | -2.6% |
| 30D | +9.7% | -3.6% | +13.3% | +9.7% |
| 3M | -2.0% | -18.9% | +16.9% | -0.6% |
| 6M | +5.4% | +16.7% | -11.3% | +3.1% |
| YTD | +5.9% | +61.1% | -55.2% | +0.1% |
| 1Y | +7.5% | +89.3% | -81.8% | -0.1% |
| 3Y | -12.4% | +333.3% | -345.7% | -26.7% |
| 5Y | -15.8% | +954.5% | -970.3% | -37.5% |
| 10Y | -54.1% | +1,067.0% | -1,121.1% | -68.4% |
| All | -44.1% | +561.4% | -605.5% | -60.0% |
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