+606.1%
COST vs KHC
-54.1%
+660.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | -4.7% | +1.9% | -6.6% | -5.2% |
| 3M | -7.1% | +3.2% | -10.3% | -8.0% |
| 6M | -8.5% | +10.0% | -18.5% | -10.8% |
| YTD | +5.4% | +6.7% | -1.3% | +3.2% |
| 1Y | -5.6% | -0.9% | -4.7% | -6.1% |
| 3Y | +68.5% | -13.6% | +82.0% | +70.6% |
| 5Y | +105.2% | -12.8% | +118.1% | +107.0% |
| All | +606.1% | -54.1% | +660.1% | +685.8% |
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