-43.1%
KHC vs INDA
+82.0%
-125.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -1.9% | -0.8% | -1.1% | -1.6% |
| 3M | +14.4% | +3.9% | +10.5% | +12.6% |
| 6M | +8.7% | -0.7% | +9.4% | +8.7% |
| YTD | +7.8% | -7.7% | +15.4% | +10.8% |
| 1Y | -1.5% | -5.1% | +3.6% | 0.0% |
| 3Y | -9.9% | +13.6% | -23.5% | -15.9% |
| 5Y | -10.7% | +7.8% | -18.5% | -15.7% |
| 10Y | -55.7% | +84.6% | -140.3% | -69.5% |
| All | -43.1% | +82.0% | -125.1% | -61.1% |
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