-14.1%
KHC vs JD
-63.0%
+48.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.6% |
| 7D | +2.0% | -4.1% | +6.2% | +2.1% |
| 30D | +10.6% | +4.6% | +6.0% | +10.6% |
| 3M | +0.5% | -4.7% | +5.3% | +0.6% |
| 6M | +12.1% | -17.4% | +29.4% | +12.2% |
| YTD | +8.9% | +0.7% | +8.2% | +8.8% |
| 1Y | +7.5% | -5.9% | +13.4% | +7.5% |
| 3Y | -10.7% | +18.9% | -29.6% | -10.4% |
| All | -14.1% | -63.0% | +48.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling