-12.5%
F vs KHC
-16.9%
+4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +2.1% | +8.8% | -6.7% | -0.4% |
| 3M | -10.3% | -1.2% | -9.0% | -10.1% |
| 6M | +3.3% | +4.6% | -1.4% | +1.5% |
| YTD | -2.0% | +5.1% | -7.1% | -4.2% |
| 1Y | -2.3% | +6.2% | -8.5% | -4.9% |
| 3Y | +49.9% | -12.9% | +62.8% | +53.5% |
| 5Y | -12.5% | -16.8% | +4.3% | -12.6% |
| All | -12.5% | -16.9% | +4.5% | -12.6% |
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