-7.0%
KHC vs QS
-47.0%
+40.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.5% | -1.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.8% |
| 30D | +0.3% | -15.7% | +16.0% | +0.4% |
| 3M | +6.7% | -28.7% | +35.4% | +6.9% |
| 6M | +4.2% | -23.2% | +27.4% | +4.2% |
| YTD | +6.7% | -49.9% | +56.6% | +7.1% |
| 1Y | -1.4% | -38.8% | +37.4% | -1.4% |
| 3Y | -11.8% | -24.0% | +12.3% | -12.3% |
| 5Y | -13.4% | -75.6% | +62.2% | -13.8% |
| All | -7.0% | -47.0% | +40.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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