-55.6%
KHC vs AZO
+296.8%
-352.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -3.6% | +2.6% | -0.1% |
| 30D | +1.9% | -5.6% | +7.4% | +3.3% |
| 3M | +3.2% | -6.6% | +9.8% | +4.9% |
| 6M | +10.0% | -22.5% | +32.5% | +16.7% |
| YTD | +6.7% | -15.2% | +21.9% | +10.3% |
| 1Y | -0.9% | -33.9% | +33.0% | +9.3% |
| 3Y | -13.6% | +11.8% | -25.4% | -18.0% |
| 5Y | -12.8% | +85.5% | -98.4% | -29.3% |
| All | -55.6% | +296.8% | -352.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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