-25.9%
KHC vs AUR
-35.0%
+9.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.8% | +11.1% | -15.9% | -4.8% |
| 30D | +0.3% | -6.9% | +7.2% | +0.3% |
| 3M | +6.7% | +5.5% | +1.2% | +6.8% |
| 6M | +4.2% | +41.0% | -36.8% | +4.3% |
| YTD | +6.7% | +69.3% | -62.5% | +6.9% |
| 1Y | -1.4% | +14.0% | -15.4% | -1.3% |
| 3Y | -11.8% | +90.1% | -101.8% | -10.9% |
| 5Y | -13.4% | -34.4% | +21.1% | -13.6% |
| All | -25.9% | -35.0% | +9.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling