-13.5%
C vs KHC
-4.6%
-8.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.6% | -5.0% |
| 7D | -5.3% | +5.9% | -11.2% | -5.3% |
| 30D | -7.3% | +14.9% | -22.3% | -7.5% |
| 3M | -13.5% | 0.0% | -13.4% | -14.3% |
| All | -13.5% | -4.6% | -8.9% | -14.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling