+198.5%
COF vs KHC
-41.4%
+239.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +1.2% | -2.2% | +3.5% | +2.0% |
| 30D | -1.4% | -0.1% | -1.3% | -1.5% |
| 3M | +19.0% | +8.3% | +10.7% | +14.9% |
| 6M | +14.9% | +5.0% | +9.9% | +11.9% |
| YTD | -10.7% | +8.0% | -18.7% | -14.4% |
| 1Y | -1.3% | -1.1% | -0.2% | -2.3% |
| 3Y | +124.3% | -10.7% | +135.0% | +126.1% |
| 5Y | +51.1% | -13.5% | +64.7% | +51.5% |
| 10Y | +252.4% | -55.4% | +307.8% | +269.6% |
| All | +198.5% | -41.4% | +239.9% | +167.6% |
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 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