-10.7%
KHC vs Z
-18.1%
+7.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +10.6% | +5.2% | +5.4% | +10.2% |
| 3M | +0.5% | -17.0% | +17.6% | +1.6% |
| 6M | +12.1% | -22.7% | +34.7% | +13.2% |
| YTD | +8.9% | -56.3% | +65.2% | +12.5% |
| 1Y | +7.5% | -57.7% | +65.1% | +11.1% |
| 3Y | -10.7% | -16.5% | +5.8% | -9.3% |
| All | -10.7% | -18.1% | +7.4% | -9.3% |
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