-43.0%
KHC vs QSR
+179.6%
-222.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -0.1% | +5.9% | -6.0% | -1.7% |
| 3M | +8.3% | +10.5% | -2.1% | +5.4% |
| 6M | +5.0% | +7.7% | -2.7% | +2.5% |
| YTD | +8.0% | +16.8% | -8.8% | +3.0% |
| 1Y | -1.1% | +30.9% | -32.0% | -8.8% |
| 3Y | -10.7% | +28.2% | -38.9% | -18.0% |
| 5Y | -13.5% | +45.0% | -58.5% | -24.1% |
| 10Y | -55.4% | +127.3% | -182.7% | -67.4% |
| All | -43.0% | +179.6% | -222.6% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling