-52.3%
KHC vs HAS
+102.4%
-154.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -1.1% | +3.3% | -4.4% | -1.7% |
| 30D | +8.8% | +30.5% | -21.7% | +3.9% |
| 3M | -1.2% | +29.9% | -31.1% | -5.7% |
| 6M | +4.6% | +26.5% | -21.9% | +0.1% |
| YTD | +5.1% | +51.9% | -46.8% | -2.9% |
| 1Y | +6.2% | +60.9% | -54.7% | -2.9% |
| 3Y | -12.9% | +215.0% | -227.9% | -30.8% |
| 5Y | -16.8% | +51.5% | -68.3% | -24.9% |
| All | -52.3% | +102.4% | -154.7% | -61.5% |
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