+329.9%
COP vs KHC
-51.7%
+381.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +3.4% | -3.3% | +6.7% | +4.6% |
| 30D | -0.6% | +9.1% | -9.7% | -3.9% |
| 3M | +10.8% | +1.4% | +9.4% | +9.7% |
| 6M | +19.6% | +8.4% | +11.3% | +14.8% |
| YTD | +52.9% | +6.2% | +46.7% | +47.1% |
| 1Y | +62.2% | +5.7% | +56.5% | +56.2% |
| 3Y | +32.4% | -12.0% | +44.4% | +33.5% |
| 5Y | +129.7% | -15.3% | +145.1% | +130.4% |
| All | +329.9% | -51.7% | +381.6% | +303.8% |
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