-5.1%
KHC vs QS
-62.6%
+57.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.7% | +2.6% |
| 7D | +2.0% | -14.0% | +16.1% | +2.1% |
| 30D | +10.6% | -6.4% | +17.0% | +10.6% |
| 3M | +0.5% | -40.3% | +40.8% | +0.8% |
| 6M | +12.1% | -57.5% | +69.6% | +12.5% |
| YTD | +8.9% | -64.7% | +73.6% | +9.5% |
| 1Y | +7.5% | -72.9% | +80.4% | +8.3% |
| 3Y | -10.7% | -33.5% | +22.7% | -11.2% |
| 5Y | -13.2% | -90.5% | +77.4% | -13.2% |
| All | -5.1% | -62.6% | +57.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling