-54.3%
KHC vs KEY
+120.9%
-175.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +12.0% | +5.1% | +6.8% | +11.0% |
| 3M | +0.2% | -7.1% | +7.3% | +1.4% |
| 6M | +10.3% | -4.4% | +14.7% | +11.0% |
| YTD | +6.7% | +4.0% | +2.7% | +5.6% |
| 1Y | +10.9% | +23.4% | -12.6% | +6.3% |
| 3Y | -12.6% | +113.9% | -126.5% | -26.0% |
| 5Y | -16.3% | +12.3% | -28.6% | -21.6% |
| All | -54.3% | +120.9% | -175.2% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling