-3.5%
F vs KHC
+6.0%
-9.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | -4.6% | +2.5% | -1.4% |
| 30D | +3.3% | +8.1% | -4.8% | +2.3% |
| 3M | -11.3% | 0.0% | -11.3% | -11.4% |
| 6M | +5.3% | +7.9% | -2.6% | +5.5% |
| YTD | -2.2% | +5.3% | -7.5% | -0.8% |
| 1Y | -3.5% | +5.1% | -8.7% | -2.3% |
| All | -3.5% | +6.0% | -9.6% | -2.3% |
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