+11.5%
KHC vs AVTR
+1.7%
+9.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -1.8% | +2.7% | -4.4% | -2.1% |
| 30D | -1.9% | +12.1% | -13.9% | -3.3% |
| 3M | +14.4% | +57.2% | -42.9% | +8.1% |
| 6M | +8.7% | +73.1% | -64.3% | +1.3% |
| YTD | +7.8% | +30.6% | -22.8% | +3.5% |
| 1Y | -1.5% | +13.5% | -15.0% | -4.3% |
| 3Y | -9.9% | -31.0% | +21.2% | -9.1% |
| 5Y | -10.7% | -63.2% | +52.5% | -3.8% |
| All | +11.5% | +1.7% | +9.8% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling