+242.0%
COF vs KHC
-54.1%
+296.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | -6.0% | +1.9% | -7.9% | -6.8% |
| 3M | +14.8% | +3.2% | +11.6% | +13.0% |
| 6M | +15.3% | +10.0% | +5.4% | +10.5% |
| YTD | -13.0% | +6.7% | -19.7% | -16.2% |
| 1Y | -5.7% | -0.9% | -4.8% | -6.7% |
| 3Y | +118.1% | -13.6% | +131.7% | +122.8% |
| 5Y | +46.2% | -12.8% | +59.1% | +46.0% |
| All | +242.0% | -54.1% | +296.1% | +213.9% |
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