-48.7%
KHC vs Z
+25.1%
-73.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.6% |
| 30D | -1.9% | -4.2% | +2.3% | -1.7% |
| 3M | +14.4% | -3.7% | +18.1% | +14.5% |
| 6M | +8.7% | -24.5% | +33.2% | +9.8% |
| YTD | +7.8% | -49.3% | +57.1% | +10.5% |
| 1Y | -1.5% | -58.7% | +57.2% | +1.8% |
| 3Y | -9.9% | -34.1% | +24.3% | -9.2% |
| 5Y | -10.7% | -64.5% | +53.8% | -8.7% |
| 10Y | -55.7% | -0.5% | -55.2% | -58.7% |
| All | -48.7% | +25.1% | -73.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling