-13.6%
KHC vs AUR
-36.2%
+22.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +0.5% | -8.9% | +9.4% | +0.5% |
| 3M | +3.0% | +4.6% | -1.6% | +3.1% |
| 6M | +6.6% | +44.9% | -38.2% | +6.8% |
| YTD | +5.8% | +64.8% | -59.1% | +6.0% |
| 1Y | -2.2% | +16.4% | -18.6% | -2.1% |
| 3Y | -12.5% | +85.1% | -97.6% | -11.7% |
| 5Y | -13.6% | -36.1% | +22.5% | -14.4% |
| All | -13.6% | -36.2% | +22.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling