+216.1%
C vs KHC
-12.1%
+228.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +4.7% | -3.3% | +8.1% | +4.9% |
| 30D | +0.2% | +9.1% | -9.0% | -0.3% |
| 3M | -9.3% | +1.4% | -10.7% | -9.5% |
| 6M | -0.8% | +8.4% | -9.2% | -1.8% |
| YTD | +8.5% | +6.2% | +2.3% | +7.7% |
| 1Y | +23.1% | +5.7% | +17.4% | +22.2% |
| All | +216.1% | -12.1% | +228.2% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling