+35.8%
ARM vs KHC
+8.5%
+27.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -2.8% |
| 7D | +9.1% | +2.0% | +7.1% | +10.8% |
| 30D | -19.9% | +10.6% | -30.6% | -13.5% |
| 3M | -31.6% | +0.5% | -32.1% | -29.8% |
| 6M | -13.9% | +12.1% | -25.9% | -5.6% |
| YTD | +74.3% | +8.9% | +65.4% | +91.0% |
| 1Y | +35.8% | +7.5% | +28.3% | +47.0% |
| All | +35.8% | +8.5% | +27.3% | +47.0% |
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