-55.6%
KHC vs KR
+129.5%
-185.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +1.9% | +5.1% | -3.2% | +0.7% |
| 3M | +3.2% | -8.2% | +11.3% | +5.0% |
| 6M | +10.0% | -18.0% | +28.0% | +14.5% |
| YTD | +6.7% | -4.8% | +11.5% | +7.4% |
| 1Y | -0.9% | -11.0% | +10.1% | +1.1% |
| 3Y | -13.6% | +37.7% | -51.2% | -20.8% |
| 5Y | -12.8% | +52.8% | -65.6% | -23.0% |
| All | -55.6% | +129.5% | -185.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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