-13.6%
KHC vs QSR
+40.6%
-54.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.5% | -4.7% | +2.2% | -1.4% |
| 30D | +0.5% | +4.3% | -3.8% | -0.6% |
| 3M | +3.0% | +5.4% | -2.4% | +1.7% |
| 6M | +6.6% | +8.2% | -1.5% | +4.2% |
| YTD | +5.8% | +14.1% | -8.3% | +2.0% |
| 1Y | -2.2% | +28.1% | -30.3% | -8.6% |
| 3Y | -12.5% | +25.3% | -37.8% | -18.5% |
| 5Y | -13.6% | +40.4% | -54.0% | -23.5% |
| All | -13.6% | +40.6% | -54.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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