+291.9%
C vs KHC
-55.5%
+347.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +4.2% |
| 30D | +0.1% | -1.9% | +1.9% | +0.5% |
| 3M | +2.4% | +14.4% | -12.0% | -3.0% |
| 6M | +24.9% | +8.7% | +16.2% | +19.8% |
| YTD | +19.8% | +7.8% | +12.0% | +14.8% |
| 1Y | +44.9% | -1.5% | +46.4% | +43.1% |
| 3Y | +263.0% | -9.9% | +272.8% | +262.7% |
| 5Y | +129.5% | -10.7% | +140.3% | +124.8% |
| All | +291.9% | -55.5% | +347.4% | +245.7% |
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 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