-13.5%
KHC vs JAAA
+18.9%
-32.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +0.3% | +0.5% | -0.2% | 0.0% |
| 3M | +6.7% | +1.2% | +5.5% | +5.9% |
| 6M | +4.2% | +2.7% | +1.4% | +2.5% |
| YTD | +6.7% | +3.2% | +3.5% | +4.6% |
| 1Y | -1.4% | +4.8% | -6.2% | -4.7% |
| All | -13.5% | +18.9% | -32.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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