-10.7%
KHC vs QS
-19.7%
+9.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.2% |
| 7D | -2.2% | +2.2% | -4.4% | -2.2% |
| 30D | -0.1% | -8.1% | +8.0% | 0.0% |
| 3M | +8.3% | -27.0% | +35.4% | +8.6% |
| 6M | +5.0% | -16.4% | +21.4% | +4.9% |
| YTD | +8.0% | -46.4% | +54.3% | +8.6% |
| 1Y | -1.1% | -41.1% | +40.0% | -1.1% |
| 3Y | -10.7% | -18.6% | +7.9% | -13.4% |
| All | -10.7% | -19.7% | +9.0% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling