+211.9%
B vs KHC
-55.4%
+267.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.0% | -4.8% | +5.8% | +1.7% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | +14.3% | +6.7% | +7.6% | +12.9% |
| 6M | -1.9% | +4.2% | -6.0% | -2.9% |
| YTD | +4.1% | +6.7% | -2.7% | +2.5% |
| 1Y | +56.1% | -1.4% | +57.5% | +55.5% |
| 3Y | +202.0% | -11.8% | +213.8% | +204.0% |
| 5Y | +158.8% | -13.4% | +172.2% | +161.0% |
| 10Y | +211.9% | -54.3% | +266.2% | +220.6% |
| All | +211.9% | -55.4% | +267.3% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling