+46.0%
F vs KHC
-9.8%
+55.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.5% |
| 30D | 0.0% | +10.6% | -10.6% | -2.2% |
| 3M | -13.2% | +0.5% | -13.7% | -13.5% |
| 6M | -10.2% | +12.1% | -22.3% | -12.6% |
| YTD | -4.9% | +8.9% | -13.8% | -7.0% |
| 1Y | -6.1% | +7.5% | -13.6% | -7.8% |
| 3Y | +46.0% | -10.7% | +56.7% | +55.1% |
| All | +46.0% | -9.8% | +55.8% | +55.1% |
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