-55.8%
KHC vs HAS
+56.8%
-112.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | -1.9% | +2.3% | -4.1% | -2.3% |
| 3M | +14.4% | +10.4% | +4.0% | +12.3% |
| 6M | +8.7% | -3.2% | +12.0% | +8.8% |
| YTD | +7.8% | +15.4% | -7.6% | +4.4% |
| 1Y | -1.5% | +18.8% | -20.3% | -5.2% |
| 3Y | -9.9% | +43.9% | -53.8% | -17.5% |
| 5Y | -10.7% | +13.9% | -24.6% | -15.5% |
| All | -55.8% | +56.8% | -112.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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