+44.5%
F vs KHC
-10.2%
+54.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.4% | +5.9% | -4.6% | +0.1% |
| 30D | +2.0% | +14.9% | -12.9% | -1.1% |
| 3M | -10.4% | 0.0% | -10.3% | -10.5% |
| 6M | +9.7% | +16.2% | -6.5% | +6.0% |
| YTD | -1.2% | +9.8% | -11.0% | -3.6% |
| 1Y | 0.0% | +12.1% | -12.0% | -2.9% |
| All | +44.5% | -10.2% | +54.7% | +40.2% |
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