+25.7%
COP vs KHC
-12.7%
+38.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | -11.5% | +1.1% | -12.6% | -11.7% |
| 30D | +5.0% | +12.0% | -7.0% | +3.3% |
| 3M | +17.5% | +0.2% | +17.3% | +17.2% |
| 6M | +16.2% | +10.3% | +5.9% | +13.9% |
| YTD | +48.8% | +6.7% | +42.0% | +46.4% |
| 1Y | +64.1% | +10.9% | +53.2% | +60.3% |
| 3Y | +25.7% | -12.6% | +38.3% | +23.6% |
| All | +25.7% | -12.7% | +38.4% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling