+410.6%
B vs KHC
-41.6%
+452.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +9.4% | -1.9% | +11.3% | +9.7% |
| 3M | +5.0% | +14.4% | -9.4% | +2.7% |
| 6M | -3.5% | +8.7% | -12.3% | -5.1% |
| YTD | +4.5% | +7.8% | -3.3% | +2.9% |
| 1Y | +67.8% | -1.5% | +69.3% | +67.2% |
| 3Y | +196.7% | -9.9% | +206.6% | +197.7% |
| 5Y | +151.9% | -10.7% | +162.7% | +153.1% |
| 10Y | +202.2% | -55.7% | +257.9% | +214.0% |
| All | +410.6% | -41.6% | +452.1% | +405.4% |
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