-44.5%
KHC vs QID
-99.3%
+54.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -1.1% | +1.8% | -2.9% | -0.7% |
| 30D | +8.8% | +21.6% | -12.8% | +12.7% |
| 3M | -1.2% | +12.6% | -13.8% | +1.0% |
| 6M | +4.6% | +6.9% | -2.3% | +6.3% |
| YTD | +5.1% | -20.5% | +25.7% | +1.4% |
| 1Y | +6.2% | -18.1% | +24.3% | +3.1% |
| 3Y | -12.9% | -70.7% | +57.8% | -29.7% |
| 5Y | -16.8% | -77.2% | +60.5% | -31.4% |
| 10Y | -52.4% | -99.0% | +46.6% | -83.5% |
| All | -44.5% | -99.3% | +54.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling