-10.1%
KHC vs IT
-46.7%
+36.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | -1.8% | -6.0% | +4.3% | -1.3% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +14.4% | +13.1% | +1.3% | +12.4% |
| 6M | +8.7% | +11.7% | -3.0% | +6.8% |
| YTD | +7.8% | -26.1% | +33.9% | +7.5% |
| 1Y | -1.5% | -21.3% | +19.7% | -2.2% |
| All | -10.1% | -46.7% | +36.6% | -6.5% |
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