-26.4%
ARM vs KHC
+9.9%
-36.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +2.1% |
| 7D | -15.2% | +1.1% | -16.3% | -14.0% |
| 30D | -40.7% | +12.0% | -52.6% | -33.6% |
| 3M | -39.1% | +0.2% | -39.3% | -37.7% |
| 6M | -26.4% | +10.3% | -36.8% | -12.5% |
| All | -26.4% | +9.9% | -36.3% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling