+68.1%
COST vs KHC
-12.1%
+80.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -2.3% |
| 30D | -5.3% | +0.3% | -5.6% | -5.3% |
| 3M | -6.7% | +6.7% | -13.4% | -7.1% |
| 6M | -9.9% | +4.2% | -14.1% | -10.3% |
| YTD | +5.1% | +6.7% | -1.6% | +4.5% |
| 1Y | -7.3% | -1.4% | -5.9% | -7.3% |
| All | +68.1% | -12.1% | +80.1% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling