-13.6%
KHC vs QS
-75.8%
+62.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.5% | -5.0% | +2.4% | -2.5% |
| 30D | +0.5% | -18.3% | +18.8% | +0.7% |
| 3M | +3.0% | -26.0% | +29.0% | +3.2% |
| 6M | +6.6% | -24.0% | +30.7% | +6.7% |
| YTD | +5.8% | -50.3% | +56.1% | +6.3% |
| 1Y | -2.2% | -38.0% | +35.7% | -2.2% |
| 3Y | -12.5% | -24.6% | +12.1% | -13.4% |
| 5Y | -13.6% | -75.4% | +61.8% | -14.3% |
| All | -13.6% | -75.8% | +62.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling