+124.2%
KRE vs KHC
-41.6%
+165.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.9% |
| 30D | -2.7% | -1.9% | -0.8% | -2.2% |
| 3M | +8.2% | +14.4% | -6.2% | +2.9% |
| 6M | +12.8% | +8.7% | +4.1% | +8.8% |
| YTD | +17.5% | +7.8% | +9.7% | +13.3% |
| 1Y | +16.6% | -1.5% | +18.1% | +15.8% |
| 3Y | +79.5% | -9.9% | +89.3% | +80.6% |
| 5Y | +32.4% | -10.7% | +43.1% | +31.6% |
| 10Y | +124.1% | -55.7% | +179.8% | +128.7% |
| All | +124.2% | -41.6% | +165.8% | +104.1% |
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