-13.4%
KHC vs HIG
+117.6%
-130.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +0.3% | -2.8% | +3.1% | +1.1% |
| 3M | +6.7% | +6.3% | +0.4% | +4.7% |
| 6M | +4.2% | -0.1% | +4.3% | +3.9% |
| YTD | +6.7% | +0.4% | +6.3% | +6.2% |
| 1Y | -1.4% | +6.2% | -7.6% | -3.7% |
| 3Y | -11.8% | +101.6% | -113.4% | -28.5% |
| 5Y | -13.4% | +119.8% | -133.2% | -32.7% |
| All | -13.4% | +117.6% | -130.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling