-10.7%
KHC vs JD
+17.9%
-28.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.5% |
| 7D | +2.0% | -4.1% | +6.2% | +2.2% |
| 30D | +10.6% | +4.6% | +6.0% | +10.4% |
| 3M | +0.5% | -4.7% | +5.3% | +0.7% |
| 6M | +12.1% | -17.4% | +29.4% | +12.7% |
| YTD | +8.9% | +0.7% | +8.2% | +8.6% |
| 1Y | +7.5% | -5.9% | +13.4% | +7.4% |
| 3Y | -10.7% | +18.9% | -29.6% | -11.2% |
| All | -10.7% | +17.9% | -28.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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