-4.6%
HD vs KHC
+11.6%
-16.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.8% | +5.3% |
| 7D | +11.9% | +6.6% | +5.3% | +9.9% |
| 30D | +26.4% | +16.5% | +9.9% | +21.5% |
| 3M | +2.8% | -3.0% | +5.8% | +2.7% |
| 6M | +15.5% | +17.4% | -1.9% | +11.1% |
| YTD | +5.5% | +10.3% | -4.8% | +2.9% |
| 1Y | -4.6% | +12.5% | -17.0% | -7.6% |
| All | -4.6% | +11.6% | -16.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling