+86.1%
ARM vs KHC
-3.0%
+89.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.2% | +2.6% |
| 7D | +5.5% | -3.3% | +8.8% | +3.6% |
| 30D | -8.2% | -3.4% | -4.8% | -9.8% |
| 3M | -35.9% | +12.6% | -48.5% | -31.8% |
| 6M | +103.1% | +7.0% | +96.1% | +113.2% |
| YTD | +130.6% | +6.1% | +124.5% | +143.2% |
| 1Y | +86.1% | -3.1% | +89.1% | +99.5% |
| All | +86.1% | -3.0% | +89.1% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling