+195.9%
C vs KHC
-42.1%
+238.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -6.0% | +12.0% | -17.9% | -9.8% |
| 3M | -10.5% | +0.2% | -10.7% | -11.1% |
| 6M | -5.7% | +10.3% | -16.1% | -10.2% |
| YTD | +4.1% | +6.7% | -2.6% | -0.5% |
| 1Y | +20.5% | +10.9% | +9.6% | +13.3% |
| 3Y | +208.1% | -12.6% | +220.8% | +211.3% |
| 5Y | +110.4% | -16.3% | +126.7% | +111.3% |
| 10Y | +234.6% | -53.2% | +287.8% | +238.7% |
| All | +195.9% | -42.1% | +238.0% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling