-12.6%
KHC vs Z
-21.1%
+8.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.6% |
| 7D | +1.1% | -4.6% | +5.7% | +1.4% |
| 30D | +12.0% | +8.3% | +3.6% | +11.4% |
| 3M | +0.2% | -11.6% | +11.8% | +0.9% |
| 6M | +10.3% | -33.6% | +44.0% | +12.2% |
| YTD | +6.7% | -56.7% | +63.4% | +10.3% |
| 1Y | +10.9% | -59.1% | +70.0% | +14.8% |
| 3Y | -12.6% | -20.4% | +7.7% | -11.1% |
| All | -12.6% | -21.1% | +8.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling