+48.1%
F vs KHC
-12.8%
+60.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +0.9% | +8.8% | -7.9% | -1.0% |
| 3M | -11.3% | -1.2% | -10.1% | -11.2% |
| 6M | +2.0% | +4.6% | -2.6% | +0.8% |
| YTD | -3.2% | +5.1% | -8.3% | -4.5% |
| 1Y | -3.5% | +6.2% | -9.7% | -5.1% |
| 3Y | +48.1% | -12.9% | +61.0% | +60.3% |
| All | +48.1% | -12.8% | +60.9% | +60.3% |
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 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