+207.0%
C vs KHC
-50.5%
+257.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.9% |
| 7D | +4.2% | +2.0% | +2.1% | +3.5% |
| 30D | +2.0% | +10.6% | -8.6% | -1.6% |
| 3M | -10.1% | +0.5% | -10.6% | -10.7% |
| 6M | +1.0% | +12.1% | -11.1% | -4.1% |
| YTD | +8.5% | +8.9% | -0.4% | +3.2% |
| 1Y | +25.7% | +7.5% | +18.2% | +20.1% |
| 3Y | +216.0% | -10.7% | +226.7% | +217.0% |
| 5Y | +112.3% | -13.2% | +125.5% | +110.3% |
| All | +207.0% | -50.5% | +257.5% | +174.1% |
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