+46.0%
F vs KHC
-10.0%
+56.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +5.3% | -1.8% | +7.1% | +5.7% |
| 30D | +4.6% | -1.9% | +6.5% | +5.0% |
| 3M | -3.7% | +14.4% | -18.1% | -6.8% |
| 6M | +16.8% | +8.7% | +8.1% | +14.4% |
| YTD | +15.3% | +7.8% | +7.5% | +13.0% |
| 1Y | +31.0% | -1.5% | +32.5% | +31.7% |
| All | +46.0% | -10.0% | +56.1% | +46.8% |
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 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