-52.4%
KHC vs QLD
+1,387.1%
-1,439.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.1% | -3.8% | +2.6% | -0.8% |
| 30D | +8.8% | -20.5% | +29.4% | +12.2% |
| 3M | -1.2% | -14.6% | +13.4% | +0.5% |
| 6M | +4.6% | -14.7% | +19.3% | +5.7% |
| YTD | +5.1% | +11.2% | -6.1% | +1.0% |
| 1Y | +6.2% | +7.1% | -0.9% | +2.6% |
| 3Y | -12.9% | +141.1% | -154.0% | -30.6% |
| 5Y | -16.8% | +84.3% | -101.1% | -32.6% |
| 10Y | -52.4% | +1,450.1% | -1,502.5% | -82.8% |
| All | -52.4% | +1,387.1% | -1,439.6% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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