-43.1%
KHC vs JD
+2.1%
-45.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.7% |
| 30D | -1.9% | -13.2% | +11.3% | -1.0% |
| 3M | +14.4% | -3.2% | +17.6% | +14.6% |
| 6M | +8.7% | +15.2% | -6.5% | +7.5% |
| YTD | +7.8% | +2.0% | +5.8% | +7.4% |
| 1Y | -1.5% | -5.4% | +3.9% | -1.5% |
| 3Y | -9.9% | -9.1% | -0.8% | -10.9% |
| 5Y | -10.7% | -59.6% | +48.9% | -8.3% |
| 10Y | -55.7% | +26.2% | -81.9% | -62.5% |
| All | -43.1% | +2.1% | -45.2% | -52.1% |
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