-13.4%
KHC vs IT
-45.7%
+32.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -4.8% | -9.1% | +4.4% | -4.1% |
| 30D | +0.3% | -12.2% | +12.4% | +1.2% |
| 3M | +6.7% | +7.8% | -1.1% | +5.5% |
| 6M | +4.2% | +2.0% | +2.2% | +3.2% |
| YTD | +6.7% | -32.7% | +39.5% | +7.9% |
| 1Y | -1.4% | -31.1% | +29.7% | -0.6% |
| 3Y | -11.8% | -52.1% | +40.3% | -9.1% |
| 5Y | -13.4% | -46.3% | +32.9% | -12.0% |
| All | -13.4% | -45.7% | +32.3% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling