-14.3%
KHC vs AZO
+86.1%
-100.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.9% |
| 30D | +0.5% | -5.3% | +5.8% | +1.7% |
| 3M | +3.0% | -7.3% | +10.4% | +4.6% |
| 6M | +6.6% | -22.7% | +29.3% | +12.1% |
| YTD | +5.8% | -15.0% | +20.8% | +8.7% |
| 1Y | -2.2% | -32.2% | +30.0% | +5.7% |
| 3Y | -12.5% | +10.0% | -22.6% | -15.8% |
| All | -14.3% | +86.1% | -100.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling