-55.5%
KHC vs ARWR
+1,092.5%
-1,148.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.8% | +1.7% | -3.4% | -1.8% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +14.4% | +14.9% | -0.5% | +13.6% |
| 6M | +8.7% | +32.6% | -23.9% | +7.2% |
| YTD | +7.8% | +30.0% | -22.3% | +6.3% |
| 1Y | -1.5% | +208.4% | -209.9% | -6.4% |
| 3Y | -9.9% | +208.8% | -218.7% | -16.0% |
| 5Y | -10.7% | +27.8% | -38.5% | -15.2% |
| All | -55.5% | +1,092.5% | -1,148.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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