+224.9%
COP vs KHC
-42.6%
+267.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | +0.3% | +9.7% | -9.4% | -3.3% |
| 3M | +15.1% | -2.0% | +17.1% | +15.3% |
| 6M | +19.8% | +5.4% | +14.3% | +15.9% |
| YTD | +46.8% | +5.9% | +40.9% | +41.1% |
| 1Y | +59.7% | +7.5% | +52.3% | +52.6% |
| 3Y | +28.7% | -12.4% | +41.1% | +30.0% |
| 5Y | +110.7% | -15.8% | +126.5% | +111.8% |
| 10Y | +298.3% | -54.1% | +352.4% | +310.2% |
| All | +224.9% | -42.6% | +267.4% | +188.5% |
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