-44.1%
KHC vs IT
+122.5%
-166.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.0% | -18.8% | +16.8% | +1.4% |
| 30D | +9.7% | -0.1% | +9.7% | +9.6% |
| 3M | -2.0% | +2.9% | -4.9% | -3.0% |
| 6M | +5.4% | +20.4% | -15.0% | +0.6% |
| YTD | +5.9% | -24.3% | +30.2% | +8.7% |
| 1Y | +7.5% | -17.2% | +24.6% | +8.3% |
| 3Y | -12.4% | -52.4% | +40.0% | -3.9% |
| 5Y | -15.8% | -43.7% | +27.9% | -13.0% |
| 10Y | -54.1% | +90.3% | -144.4% | -70.1% |
| All | -44.1% | +122.5% | -166.6% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling