-10.3%
KHC vs Z
-64.8%
+54.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -1.9% | -4.2% | +2.3% | -1.8% |
| 3M | +14.4% | -3.7% | +18.1% | +14.4% |
| 6M | +8.7% | -24.5% | +33.2% | +9.0% |
| YTD | +7.8% | -49.3% | +57.1% | +8.7% |
| 1Y | -1.5% | -58.7% | +57.2% | -0.4% |
| 3Y | -9.9% | -34.1% | +24.3% | -9.0% |
| All | -10.3% | -64.8% | +54.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling