-43.1%
KHC vs IT
+117.2%
-160.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | -1.8% | -6.0% | +4.3% | -0.8% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +14.4% | +13.1% | +1.3% | +11.0% |
| 6M | +8.7% | +11.7% | -3.0% | +5.2% |
| YTD | +7.8% | -26.1% | +33.9% | +11.5% |
| 1Y | -1.5% | -21.3% | +19.7% | +0.2% |
| 3Y | -9.9% | -46.7% | +36.9% | -3.7% |
| 5Y | -10.7% | -40.5% | +29.8% | -9.3% |
| 10Y | -55.7% | +103.9% | -159.6% | -72.2% |
| All | -43.1% | +117.2% | -160.3% | -66.1% |
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