-6.1%
KHC vs QS
-44.4%
+38.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.8% | -2.3% | +0.6% | -1.7% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +14.4% | -39.6% | +54.0% | +14.7% |
| 6M | +8.7% | -21.7% | +30.4% | +8.8% |
| YTD | +7.8% | -47.4% | +55.2% | +8.1% |
| 1Y | -1.5% | -28.4% | +26.8% | -1.6% |
| 3Y | -9.9% | -22.6% | +12.7% | -10.4% |
| 5Y | -10.7% | -75.6% | +64.9% | -11.2% |
| All | -6.1% | -44.4% | +38.3% | -4.7% |
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