+218.3%
C vs KHC
-52.1%
+270.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.4% | -4.6% | +4.2% | +1.1% |
| 30D | -5.3% | +8.1% | -13.4% | -8.0% |
| 3M | -8.0% | 0.0% | -8.0% | -8.5% |
| 6M | -0.3% | +7.9% | -8.2% | -4.1% |
| YTD | +8.6% | +5.3% | +3.4% | +4.5% |
| 1Y | +25.8% | +5.1% | +20.7% | +21.0% |
| 3Y | +221.2% | -12.8% | +234.0% | +224.4% |
| 5Y | +113.6% | -16.2% | +129.8% | +114.1% |
| 10Y | +218.3% | -52.3% | +270.6% | +188.1% |
| All | +218.3% | -52.1% | +270.5% | +188.1% |
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