+193.0%
ARM vs KHC
-13.6%
+206.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.5% |
| 7D | -5.3% | -2.0% | -3.3% | -5.7% |
| 30D | -30.0% | +9.7% | -39.7% | -28.3% |
| 3M | -34.1% | -2.0% | -32.1% | -33.8% |
| 6M | -12.6% | +5.4% | -18.1% | -11.2% |
| YTD | +70.4% | +5.9% | +64.5% | +74.0% |
| 1Y | +22.3% | +7.5% | +14.8% | +24.7% |
| 3Y | +261.2% | -12.4% | +273.6% | +242.9% |
| All | +193.0% | -13.6% | +206.6% | +180.3% |
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