-43.1%
KHC vs HDB
+65.6%
-108.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -1.9% | -2.8% | +0.9% | -1.4% |
| 3M | +14.4% | -3.5% | +17.9% | +14.8% |
| 6M | +8.7% | -24.7% | +33.4% | +13.9% |
| YTD | +7.8% | -36.6% | +44.3% | +16.6% |
| 1Y | -1.5% | -34.4% | +32.9% | +5.7% |
| 3Y | -9.9% | -24.4% | +14.5% | -7.0% |
| 5Y | -10.7% | -35.4% | +24.6% | -6.0% |
| 10Y | -55.7% | +39.5% | -95.2% | -65.0% |
| All | -43.1% | +65.6% | -108.7% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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