+174.0%
HON vs KHC
-41.6%
+215.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -15.3% | -1.9% | -13.4% | -14.9% |
| 3M | -7.9% | +14.4% | -22.3% | -12.3% |
| 6M | -18.1% | +8.7% | -26.8% | -20.9% |
| YTD | +3.8% | +7.8% | -3.9% | +0.2% |
| 1Y | +0.5% | -1.5% | +2.0% | -0.3% |
| 3Y | +19.8% | -9.9% | +29.6% | +20.4% |
| 5Y | +2.9% | -10.7% | +13.6% | +2.5% |
| 10Y | +134.6% | -55.7% | +190.3% | +154.6% |
| All | +174.0% | -41.6% | +215.5% | +158.9% |
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 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