-42.5%
KHC vs ZBRA
+190.2%
-232.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.6% | +2.3% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +10.6% | -14.0% | +24.6% | +12.6% |
| 3M | +0.5% | -14.7% | +15.2% | +2.3% |
| 6M | +12.1% | +31.3% | -19.2% | +7.0% |
| YTD | +8.9% | +33.4% | -24.5% | +3.1% |
| 1Y | +7.5% | +34.1% | -26.6% | +1.7% |
| 3Y | -10.7% | +59.9% | -70.6% | -20.5% |
| 5Y | -13.2% | -45.3% | +32.1% | -9.0% |
| 10Y | -50.6% | +384.4% | -435.1% | -63.9% |
| All | -42.5% | +190.2% | -232.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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