-13.6%
KHC vs AUR
+84.2%
-97.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | +1.9% | -6.4% | +8.3% | +1.9% |
| 3M | +3.2% | +7.7% | -4.5% | +3.2% |
| 6M | +10.0% | +44.5% | -34.5% | +9.7% |
| YTD | +6.7% | +67.4% | -60.8% | +6.2% |
| 1Y | -0.9% | +15.4% | -16.3% | -1.0% |
| 3Y | -13.6% | +94.8% | -108.4% | -17.7% |
| All | -13.6% | +84.2% | -97.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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