-12.4%
KHC vs IT
-52.4%
+39.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -2.0% | -18.8% | +16.8% | -0.2% |
| 30D | +9.7% | -0.1% | +9.7% | +9.8% |
| 3M | -2.0% | +2.9% | -4.9% | -2.2% |
| 6M | +5.4% | +20.4% | -15.0% | +3.1% |
| YTD | +5.9% | -24.3% | +30.2% | +5.7% |
| 1Y | +7.5% | -17.2% | +24.6% | +6.5% |
| 3Y | -12.4% | -52.4% | +40.0% | -7.8% |
| All | -12.4% | -52.4% | +39.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling