-12.6%
KHC vs KEY
+106.2%
-118.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +12.0% | +5.1% | +6.8% | +11.5% |
| 3M | +0.2% | -7.1% | +7.3% | +0.7% |
| 6M | +10.3% | -4.4% | +14.7% | +10.7% |
| YTD | +6.7% | +4.0% | +2.7% | +6.2% |
| 1Y | +10.9% | +23.4% | -12.6% | +8.6% |
| 3Y | -12.6% | +113.9% | -126.5% | -17.4% |
| All | -12.6% | +106.2% | -118.9% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling