+10.4%
KHC vs AVTR
+1.1%
+9.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -4.8% | +1.6% | -6.4% | -5.0% |
| 30D | +0.3% | +8.4% | -8.1% | -0.7% |
| 3M | +6.7% | +50.2% | -43.4% | +1.4% |
| 6M | +4.2% | +82.6% | -78.4% | -3.6% |
| YTD | +6.7% | +29.8% | -23.1% | +2.6% |
| 1Y | -1.4% | +16.0% | -17.4% | -4.5% |
| 3Y | -11.8% | -26.4% | +14.7% | -11.7% |
| 5Y | -13.4% | -64.5% | +51.1% | -6.1% |
| All | +10.4% | +1.1% | +9.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling