-44.5%
KHC vs KEY
+125.2%
-169.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +8.1% | +6.7% | +1.4% | +6.8% |
| 3M | 0.0% | -4.6% | +4.6% | +0.8% |
| 6M | +7.9% | +2.6% | +5.4% | +7.3% |
| YTD | +5.3% | +7.0% | -1.7% | +3.5% |
| 1Y | +5.1% | +23.5% | -18.3% | +0.6% |
| 3Y | -12.8% | +126.4% | -139.2% | -27.5% |
| 5Y | -16.2% | +13.0% | -29.2% | -22.0% |
| 10Y | -52.3% | +99.5% | -151.7% | -65.0% |
| All | -44.5% | +125.2% | -169.6% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling