-51.2%
KHC vs Z
-19.3%
-31.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.0% |
| 7D | -3.3% | -4.9% | +1.6% | -3.1% |
| 30D | +9.1% | +3.0% | +6.2% | +9.0% |
| 3M | +1.4% | -13.4% | +14.8% | +1.9% |
| 6M | +8.4% | -27.3% | +35.7% | +9.5% |
| YTD | +6.2% | -57.8% | +64.0% | +9.2% |
| 1Y | +5.7% | -60.0% | +65.7% | +8.9% |
| 3Y | -12.0% | -21.5% | +9.5% | -11.9% |
| 5Y | -15.3% | -55.0% | +39.6% | -14.4% |
| All | -51.2% | -19.3% | -31.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling