+208.8%
C vs KHC
-54.5%
+263.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | -5.2% | +8.8% | -14.0% | -8.0% |
| 3M | -9.1% | -1.2% | -7.9% | -9.2% |
| 6M | -1.6% | +4.6% | -6.2% | -4.3% |
| YTD | +6.9% | +5.1% | +1.8% | +2.9% |
| 1Y | +23.0% | +6.2% | +16.7% | +17.7% |
| 3Y | +216.1% | -12.9% | +229.1% | +219.5% |
| 5Y | +112.2% | -16.8% | +129.0% | +113.5% |
| 10Y | +208.8% | -52.4% | +261.2% | +178.6% |
| All | +208.8% | -54.5% | +263.2% | +178.6% |
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