+640.7%
ADI vs KHC
-51.7%
+692.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +13.4% | -3.3% | +16.7% | +14.2% |
| 30D | -1.3% | +9.1% | -10.4% | -3.7% |
| 3M | +6.8% | +1.4% | +5.4% | +5.9% |
| 6M | -1.9% | +8.4% | -10.3% | -5.2% |
| YTD | +52.3% | +6.2% | +46.1% | +47.3% |
| 1Y | +71.6% | +5.7% | +66.0% | +66.2% |
| 3Y | +148.9% | -12.0% | +160.9% | +150.8% |
| 5Y | +140.8% | -15.3% | +156.1% | +141.3% |
| All | +640.7% | -51.7% | +692.4% | +613.5% |
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