+132.3%
HON vs KHC
-54.1%
+186.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -13.8% | +1.9% | -15.6% | -14.4% |
| 3M | -11.7% | +3.2% | -14.9% | -13.0% |
| 6M | -18.7% | +10.0% | -28.7% | -21.7% |
| YTD | +0.2% | +6.7% | -6.5% | -2.8% |
| 1Y | -3.1% | -0.9% | -2.2% | -4.0% |
| 3Y | +17.0% | -13.6% | +30.5% | +19.2% |
| 5Y | +2.0% | -12.8% | +14.9% | +2.5% |
| All | +132.3% | -54.1% | +186.4% | +122.4% |
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