-14.3%
KHC vs AU
+574.0%
-588.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.8% |
| 7D | -2.5% | -7.0% | +4.5% | -2.3% |
| 30D | +0.5% | +7.3% | -6.8% | +0.3% |
| 3M | +3.0% | +33.2% | -30.2% | +2.2% |
| 6M | +6.6% | -0.6% | +7.3% | +6.5% |
| YTD | +5.8% | +26.2% | -20.4% | +5.1% |
| 1Y | -2.2% | +68.3% | -70.5% | -3.6% |
| All | -14.3% | +574.0% | -588.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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