+325.1%
COP vs KHC
-55.7%
+380.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | +15.6% | -0.1% | +15.7% | +15.4% |
| 3M | +14.3% | +8.3% | +6.0% | +10.3% |
| 6M | +17.0% | +5.0% | +12.0% | +13.7% |
| YTD | +47.4% | +8.0% | +39.4% | +41.5% |
| 1Y | +52.4% | -1.1% | +53.5% | +50.8% |
| 3Y | +20.8% | -10.7% | +31.5% | +21.5% |
| 5Y | +191.7% | -13.5% | +205.2% | +191.0% |
| 10Y | +325.1% | -55.4% | +380.5% | +286.0% |
| All | +325.1% | -55.7% | +380.7% | +286.0% |
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 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