+190.8%
HON vs KHC
-41.0%
+231.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | +1.1% | +2.0% | -0.9% | +0.5% |
| 30D | +7.2% | +10.6% | -3.5% | +3.8% |
| 3M | -4.6% | +0.5% | -5.2% | -5.2% |
| 6M | -1.9% | +12.1% | -13.9% | -6.1% |
| YTD | +10.2% | +8.9% | +1.3% | +5.8% |
| 1Y | +8.2% | +7.5% | +0.7% | +4.3% |
| 3Y | +27.6% | -10.7% | +38.4% | +28.7% |
| 5Y | +11.7% | -13.2% | +24.8% | +12.2% |
| 10Y | +154.6% | -50.6% | +205.2% | +164.0% |
| All | +190.8% | -41.0% | +231.7% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling