+88.5%
ACN vs KHC
-55.4%
+144.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.3% | -4.8% | -1.5% | -5.0% |
| 30D | -1.4% | +0.3% | -1.7% | -1.5% |
| 3M | +2.6% | +6.7% | -4.2% | +1.0% |
| 6M | -14.3% | +4.2% | -18.5% | -15.2% |
| YTD | -33.1% | +6.7% | -39.9% | -34.5% |
| 1Y | -28.8% | -1.4% | -27.4% | -28.7% |
| 3Y | -43.0% | -11.8% | -31.2% | -42.0% |
| 5Y | -44.0% | -13.4% | -30.7% | -43.4% |
| 10Y | +88.5% | -54.3% | +142.8% | +89.4% |
| All | +88.5% | -55.4% | +144.0% | +89.4% |
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