+208.5%
HD vs KHC
-55.5%
+264.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -8.4% | -1.9% | -6.5% | -8.0% |
| 3M | +4.3% | +14.4% | -10.1% | +0.1% |
| 6M | -11.1% | +8.7% | -19.9% | -13.7% |
| YTD | -4.7% | +7.8% | -12.5% | -7.3% |
| 1Y | -19.8% | -1.5% | -18.3% | -20.1% |
| 3Y | +4.1% | -9.9% | +14.0% | +4.9% |
| 5Y | +10.3% | -10.7% | +21.0% | +10.0% |
| All | +208.5% | -55.5% | +264.1% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling