+220.1%
C vs KHC
-54.7%
+274.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -5.4% | +9.7% | -15.1% | -8.4% |
| 3M | -9.2% | -2.0% | -7.1% | -9.0% |
| 6M | -1.8% | +5.4% | -7.2% | -4.8% |
| YTD | +6.7% | +5.9% | +0.8% | +2.5% |
| 1Y | +23.5% | +7.5% | +16.1% | +17.9% |
| 3Y | +219.8% | -12.4% | +232.2% | +222.6% |
| 5Y | +112.4% | -15.8% | +128.3% | +112.8% |
| 10Y | +220.1% | -54.1% | +274.2% | +181.5% |
| All | +220.1% | -54.7% | +274.8% | +181.5% |
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