+31.0%
F vs KHC
-3.0%
+34.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +5.3% | -3.3% | +8.6% | +5.6% |
| 30D | +4.6% | -3.4% | +8.0% | +4.8% |
| 3M | -3.7% | +12.6% | -16.3% | -3.7% |
| 6M | +16.8% | +7.0% | +9.8% | +17.5% |
| YTD | +15.3% | +6.1% | +9.2% | +16.4% |
| 1Y | +31.0% | -3.1% | +34.1% | +32.9% |
| All | +31.0% | -3.0% | +34.0% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling