+254.2%
HD vs KHC
-53.9%
+308.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.0% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +20.2% | +12.0% | +8.2% | +16.4% |
| 3M | -1.0% | +0.2% | -1.2% | -1.2% |
| 6M | +7.9% | +10.3% | -2.4% | +4.6% |
| YTD | +2.0% | +6.7% | -4.8% | -0.6% |
| 1Y | -4.3% | +10.9% | -15.2% | -7.8% |
| 3Y | +25.9% | -12.6% | +38.6% | +28.2% |
| 5Y | +5.8% | -16.3% | +22.1% | +7.8% |
| All | +254.2% | -53.9% | +308.1% | +251.9% |
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