-13.9%
KHC vs QLD
+61.4%
-75.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.7% | +12.3% | -0.3% |
| 7D | +5.9% | -18.6% | +24.5% | +6.3% |
| 30D | +14.9% | -28.3% | +43.2% | +15.6% |
| 3M | 0.0% | -20.4% | +20.4% | +0.3% |
| 6M | +16.2% | -14.3% | +30.5% | +16.0% |
| YTD | +9.8% | +2.8% | +7.1% | +8.8% |
| 1Y | +12.1% | -1.2% | +13.3% | +11.2% |
| 3Y | -10.1% | +135.3% | -145.4% | -15.7% |
| 5Y | -13.9% | +62.6% | -76.4% | -21.7% |
| All | -13.9% | +61.4% | -75.3% | -21.7% |
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