-49.9%
KHC vs QID
-99.0%
+49.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +3.0% |
| 7D | +2.0% | -7.1% | +9.2% | +1.0% |
| 30D | +10.6% | +12.6% | -2.0% | +12.7% |
| 3M | +0.5% | +14.2% | -13.7% | +2.7% |
| 6M | +12.1% | +6.2% | +5.9% | +13.5% |
| YTD | +8.9% | -21.8% | +30.7% | +5.1% |
| 1Y | +7.5% | -23.1% | +30.6% | +3.5% |
| 3Y | -10.7% | -71.3% | +60.6% | -26.7% |
| 5Y | -13.2% | -77.0% | +63.8% | -26.4% |
| All | -49.9% | -99.0% | +49.1% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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