+6.7%
HD vs KHC
-13.3%
+20.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +1.5% | +2.0% | -0.5% | +1.0% |
| 30D | +18.0% | +10.6% | +7.4% | +15.3% |
| 3M | +2.8% | +0.5% | +2.3% | +2.5% |
| 6M | +17.0% | +12.1% | +4.9% | +13.7% |
| YTD | +3.5% | +8.9% | -5.4% | +1.1% |
| 1Y | -2.6% | +7.5% | -10.1% | -4.6% |
| 3Y | +30.7% | -10.7% | +41.5% | +31.2% |
| All | +6.7% | -13.3% | +20.0% | +12.9% |
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 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