+162.2%
ARM vs KHC
-10.4%
+172.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -13.2% |
| 7D | -27.1% | +5.9% | -33.1% | -25.9% |
| 30D | -44.9% | +14.9% | -59.8% | -42.9% |
| 3M | -39.3% | 0.0% | -39.3% | -38.6% |
| 6M | -20.2% | +16.2% | -36.4% | -17.8% |
| YTD | +52.5% | +9.8% | +42.7% | +57.2% |
| 1Y | +4.1% | +12.1% | -8.0% | +7.1% |
| 3Y | +211.7% | -10.1% | +221.7% | +200.4% |
| All | +162.2% | -10.4% | +172.6% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling