+131.8%
ACN vs KHC
-41.6%
+173.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -1.5% | -1.8% | +0.2% | -1.0% |
| 30D | +9.4% | -1.9% | +11.2% | +9.9% |
| 3M | +5.6% | +14.4% | -8.7% | +1.8% |
| 6M | -9.3% | +8.7% | -18.0% | -11.5% |
| YTD | -29.0% | +7.8% | -36.8% | -30.7% |
| 1Y | -24.7% | -1.5% | -23.1% | -24.6% |
| 3Y | -39.8% | -9.9% | -30.0% | -39.2% |
| 5Y | -40.9% | -10.7% | -30.2% | -40.9% |
| 10Y | +91.1% | -55.7% | +146.8% | +116.7% |
| All | +131.8% | -41.6% | +173.3% | +129.1% |
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