+186.4%
COP vs KHC
-10.4%
+196.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.3% |
| 30D | +17.5% | -1.9% | +19.4% | +17.8% |
| 3M | +13.4% | +14.4% | -1.0% | +10.0% |
| 6M | +17.7% | +8.7% | +9.0% | +15.2% |
| YTD | +46.6% | +7.8% | +38.8% | +43.5% |
| 1Y | +44.6% | -1.5% | +46.1% | +44.2% |
| 3Y | +20.7% | -9.9% | +30.6% | +20.4% |
| All | +186.4% | -10.4% | +196.8% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling