+760.1%
COST vs KHC
-50.5%
+810.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | +5.0% | +2.0% | +3.0% | +4.5% |
| 30D | +12.8% | +10.6% | +2.2% | +10.3% |
| 3M | +15.2% | +0.5% | +14.7% | +14.9% |
| 6M | +7.4% | +12.1% | -4.6% | +4.3% |
| YTD | +29.0% | +8.9% | +20.1% | +25.7% |
| 1Y | +20.3% | +7.5% | +12.8% | +17.5% |
| 3Y | +99.0% | -10.7% | +109.7% | +100.0% |
| 5Y | +125.7% | -13.2% | +138.8% | +127.8% |
| All | +760.1% | -50.5% | +810.6% | +827.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling