-43.7%
KHC vs HDB
+79.6%
-123.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.1% |
| 7D | +1.1% | +13.3% | -12.2% | -1.2% |
| 30D | +12.0% | +13.6% | -1.6% | +9.4% |
| 3M | +0.2% | +5.8% | -5.6% | -1.0% |
| 6M | +10.3% | -1.9% | +12.3% | +10.2% |
| YTD | +6.7% | -31.2% | +37.9% | +13.6% |
| 1Y | +10.9% | -29.6% | +40.4% | +17.4% |
| 3Y | -12.6% | -10.1% | -2.5% | -12.9% |
| 5Y | -16.3% | -24.3% | +8.1% | -14.9% |
| 10Y | -53.2% | +59.3% | -112.5% | -64.4% |
| All | -43.7% | +79.6% | -123.3% | -59.7% |
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