-43.7%
KHC vs AZO
+336.0%
-379.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +0.3% | -5.1% | +5.4% | +1.7% |
| 3M | +6.7% | -7.2% | +13.9% | +8.8% |
| 6M | +4.2% | -20.7% | +24.9% | +10.3% |
| YTD | +6.7% | -14.2% | +20.9% | +10.2% |
| 1Y | -1.4% | -32.2% | +30.8% | +8.5% |
| 3Y | -11.8% | +11.1% | -22.9% | -16.5% |
| 5Y | -13.4% | +87.6% | -100.9% | -31.1% |
| 10Y | -54.3% | +302.9% | -357.2% | -71.1% |
| All | -43.7% | +336.0% | -379.7% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling