-43.7%
KHC vs HAS
+130.0%
-173.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +12.0% | +31.0% | -19.1% | +6.5% |
| 3M | +0.2% | +30.7% | -30.5% | -4.7% |
| 6M | +10.3% | +23.9% | -13.6% | +5.7% |
| YTD | +6.7% | +48.3% | -41.6% | -1.5% |
| 1Y | +10.9% | +60.2% | -49.4% | +0.8% |
| 3Y | -12.6% | +189.2% | -201.8% | -30.6% |
| 5Y | -16.3% | +50.4% | -66.7% | -25.1% |
| 10Y | -53.2% | +104.2% | -157.4% | -64.8% |
| All | -43.7% | +130.0% | -173.7% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling