+296.4%
ARM vs KHC
-12.1%
+308.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.8% |
| 7D | +5.5% | -1.8% | +7.2% | +5.1% |
| 30D | -8.2% | -1.9% | -6.3% | -8.4% |
| 3M | -35.9% | +14.4% | -50.3% | -34.8% |
| 6M | +103.1% | +8.7% | +94.4% | +106.2% |
| YTD | +130.6% | +7.8% | +122.8% | +134.5% |
| 1Y | +86.1% | -1.5% | +87.6% | +90.2% |
| All | +296.4% | -12.1% | +308.5% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling