+64.1%
COP vs KHC
+8.5%
+55.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.5% |
| 7D | +4.4% | +2.0% | +2.4% | +4.3% |
| 30D | 0.0% | +10.6% | -10.7% | -0.7% |
| 3M | +15.0% | +0.5% | +14.5% | +14.8% |
| 6M | +22.0% | +12.1% | +9.9% | +20.7% |
| YTD | +55.3% | +8.9% | +46.4% | +52.3% |
| 1Y | +64.1% | +7.5% | +56.6% | +61.4% |
| All | +64.1% | +8.5% | +55.6% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling