+186.7%
B vs KHC
-53.9%
+240.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | +9.6% | +1.1% | +8.5% | +9.5% |
| 30D | +3.5% | +12.0% | -8.4% | +1.8% |
| 3M | -1.6% | +0.2% | -1.8% | -1.7% |
| 6M | -1.7% | +10.3% | -12.0% | -3.6% |
| YTD | -5.3% | +6.7% | -12.1% | -6.8% |
| 1Y | +27.2% | +10.9% | +16.4% | +24.5% |
| 3Y | +166.1% | -12.6% | +178.7% | +168.2% |
| 5Y | +136.5% | -16.3% | +152.8% | +139.4% |
| All | +186.7% | -53.9% | +240.6% | +203.6% |
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