-42.5%
KHC vs KR
+143.4%
-186.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | +2.0% | +4.6% | -2.5% | +0.9% |
| 30D | +10.6% | +12.2% | -1.6% | +7.7% |
| 3M | +0.5% | +24.6% | -24.0% | -4.6% |
| 6M | +12.1% | +8.2% | +3.9% | +9.6% |
| YTD | +8.9% | +15.3% | -6.4% | +4.7% |
| 1Y | +7.5% | +9.8% | -2.3% | +4.5% |
| 3Y | -10.7% | +71.4% | -82.1% | -22.7% |
| 5Y | -13.2% | +85.1% | -98.2% | -27.1% |
| 10Y | -50.6% | +159.4% | -210.0% | -63.0% |
| All | -42.5% | +143.4% | -186.0% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling