+229.2%
COP vs KHC
-42.1%
+271.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | -11.5% | +1.1% | -12.6% | -12.0% |
| 30D | +5.0% | +12.0% | -7.0% | +0.4% |
| 3M | +17.5% | +0.2% | +17.3% | +16.8% |
| 6M | +16.2% | +10.3% | +5.9% | +10.5% |
| YTD | +48.8% | +6.7% | +42.0% | +42.6% |
| 1Y | +64.1% | +10.9% | +53.2% | +54.9% |
| 3Y | +25.7% | -12.6% | +38.3% | +27.2% |
| 5Y | +114.4% | -16.3% | +130.7% | +116.1% |
| 10Y | +331.7% | -53.2% | +384.9% | +339.9% |
| All | +229.2% | -42.1% | +271.3% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling