+121.9%
KRE vs KHC
-54.1%
+176.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -4.5% | +1.9% | -6.4% | -5.2% |
| 3M | +2.7% | +3.2% | -0.5% | +1.3% |
| 6M | +16.9% | +10.0% | +6.9% | +12.5% |
| YTD | +15.4% | +6.7% | +8.7% | +11.7% |
| 1Y | +16.1% | -0.9% | +17.0% | +15.1% |
| 3Y | +85.7% | -13.6% | +99.3% | +89.7% |
| 5Y | +33.3% | -12.8% | +46.1% | +33.7% |
| All | +121.9% | -54.1% | +176.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling