+174.6%
ARM vs KHC
-12.9%
+187.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +4.0% |
| 7D | -15.2% | +1.1% | -16.3% | -14.9% |
| 30D | -40.7% | +12.0% | -52.6% | -38.9% |
| 3M | -39.1% | +0.2% | -39.3% | -38.5% |
| 6M | -26.4% | +10.3% | -36.8% | -24.9% |
| YTD | +59.7% | +6.7% | +53.0% | +63.4% |
| 1Y | +10.3% | +10.9% | -0.5% | +12.7% |
| 3Y | +228.9% | -12.6% | +241.5% | +214.8% |
| All | +174.6% | -12.9% | +187.5% | +163.3% |
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 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