+95.1%
F vs KHC
-55.5%
+150.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +4.6% | -1.9% | +6.5% | +5.2% |
| 3M | -3.7% | +14.4% | -18.1% | -8.4% |
| 6M | +16.8% | +8.7% | +8.1% | +12.7% |
| YTD | +15.3% | +7.8% | +7.5% | +11.2% |
| 1Y | +31.0% | -1.5% | +32.5% | +30.2% |
| 3Y | +45.4% | -9.9% | +55.3% | +47.0% |
| 5Y | +54.7% | -10.7% | +65.4% | +55.3% |
| All | +95.1% | -55.5% | +150.6% | +92.7% |
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