-44.0%
KHC vs INDA
+87.9%
-131.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.3% | +3.1% | -6.4% | -4.5% |
| 30D | +9.1% | +9.1% | 0.0% | +5.6% |
| 3M | +1.4% | +3.2% | -1.8% | +0.1% |
| 6M | +8.4% | +8.5% | -0.1% | +4.8% |
| YTD | +6.2% | -4.6% | +10.8% | +7.7% |
| 1Y | +5.7% | -5.5% | +11.2% | +7.5% |
| 3Y | -12.0% | +16.7% | -28.7% | -18.7% |
| 5Y | -15.3% | +9.0% | -24.3% | -20.2% |
| 10Y | -51.8% | +116.6% | -168.5% | -69.2% |
| All | -44.0% | +87.9% | -131.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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