-10.3%
KHC vs QLD
+121.5%
-131.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | +0.6% | -2.3% | -1.8% |
| 30D | -1.9% | -0.1% | -1.7% | -1.9% |
| 3M | +14.4% | -8.4% | +22.8% | +14.6% |
| 6M | +8.7% | +32.2% | -23.5% | +7.4% |
| YTD | +7.8% | +28.9% | -21.1% | +6.5% |
| 1Y | -1.5% | +43.8% | -45.3% | -3.3% |
| 3Y | -9.9% | +176.6% | -186.5% | -15.5% |
| All | -10.3% | +121.5% | -131.8% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling