-43.0%
KHC vs AU
+1,415.8%
-1,458.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.1% | +12.8% | -12.9% | -0.5% |
| 3M | +8.3% | +28.5% | -20.1% | +7.3% |
| 6M | +5.0% | +4.8% | +0.1% | +4.5% |
| YTD | +8.0% | +31.0% | -23.0% | +6.6% |
| 1Y | -1.1% | +81.4% | -82.5% | -3.6% |
| 3Y | -10.7% | +618.4% | -629.1% | -17.9% |
| 5Y | -13.5% | +686.3% | -699.8% | -21.2% |
| 10Y | -55.4% | +664.5% | -719.9% | -59.4% |
| All | -43.0% | +1,415.8% | -1,458.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling