-51.2%
KHC vs QID
-99.1%
+47.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.9% |
| 7D | -3.3% | -11.8% | +8.5% | -5.1% |
| 30D | +9.1% | +14.2% | -5.1% | +11.5% |
| 3M | +1.4% | +8.8% | -7.4% | +2.9% |
| 6M | +8.4% | +1.5% | +6.9% | +9.0% |
| YTD | +6.2% | -23.8% | +30.0% | +2.1% |
| 1Y | +5.7% | -22.0% | +27.7% | +2.2% |
| 3Y | -12.0% | -71.9% | +59.9% | -28.0% |
| 5Y | -15.3% | -77.6% | +62.2% | -28.5% |
| All | -51.2% | -99.1% | +47.9% | -82.0% |
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