-15.8%
F vs KHC
-16.5%
+0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +1.6% | +1.1% | +0.4% | +1.2% |
| 30D | +2.6% | +12.0% | -9.3% | -0.7% |
| 3M | -8.8% | +0.2% | -9.0% | -9.0% |
| 6M | +4.6% | +10.3% | -5.7% | +1.2% |
| YTD | -1.9% | +6.7% | -8.6% | -4.6% |
| 1Y | -0.8% | +10.9% | -11.6% | -4.7% |
| 3Y | +43.5% | -12.6% | +56.1% | +47.0% |
| All | -15.8% | -16.5% | +0.7% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling