-43.7%
KHC vs JD
+5.1%
-48.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | +1.1% | +13.4% | -12.2% | +0.3% |
| 30D | +12.0% | +7.7% | +4.3% | +11.4% |
| 3M | +0.2% | -11.3% | +11.5% | +0.9% |
| 6M | +10.3% | -5.1% | +15.5% | +10.5% |
| YTD | +6.7% | +5.0% | +1.7% | +6.1% |
| 1Y | +10.9% | -5.6% | +16.5% | +10.9% |
| 3Y | -12.6% | +17.8% | -30.4% | -15.2% |
| 5Y | -16.3% | -57.2% | +40.9% | -14.4% |
| 10Y | -53.2% | +34.8% | -88.0% | -60.7% |
| All | -43.7% | +5.1% | -48.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling