-12.4%
KHC vs AVTR
-13.5%
+1.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -2.0% | +1.9% | -4.0% | -2.3% |
| 30D | +9.7% | +1.5% | +8.1% | +9.4% |
| 3M | -2.0% | +17.1% | -19.1% | -4.1% |
| 6M | +5.4% | +91.5% | -86.0% | -3.1% |
| YTD | +5.9% | +38.8% | -32.9% | +0.7% |
| 1Y | +7.5% | +37.7% | -30.3% | +2.2% |
| 3Y | -12.4% | -13.5% | +1.1% | -14.4% |
| All | -12.4% | -13.5% | +1.1% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling