+2.2%
KHC vs Q
+74.5%
-72.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.4% |
| 7D | -3.3% | +11.5% | -14.8% | -1.7% |
| 30D | +9.1% | -0.2% | +9.3% | +9.7% |
| 3M | +1.4% | -13.6% | +15.0% | +0.5% |
| 6M | +8.4% | -27.0% | +35.4% | +6.4% |
| YTD | +6.2% | +50.5% | -44.4% | +10.0% |
| 1Y | +5.7% | +33.8% | -28.1% | +9.2% |
| All | +2.2% | +74.5% | -72.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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