+117.9%
KRE vs KHC
-41.0%
+158.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +0.7% | +2.0% | -1.3% | +0.1% |
| 30D | +6.1% | +10.6% | -4.5% | +2.5% |
| 3M | -5.9% | +0.5% | -6.4% | -6.4% |
| 6M | +9.6% | +12.1% | -2.5% | +4.8% |
| YTD | +14.2% | +8.9% | +5.3% | +9.5% |
| 1Y | +22.5% | +7.5% | +15.0% | +18.0% |
| 3Y | +90.4% | -10.7% | +101.1% | +92.3% |
| 5Y | +11.9% | -13.2% | +25.0% | +12.3% |
| 10Y | +88.8% | -50.6% | +139.4% | +85.4% |
| All | +117.9% | -41.0% | +158.9% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling