-52.4%
KHC vs ARWR
+1,055.7%
-1,108.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.1% | -17.7% | +16.5% | -0.5% |
| 30D | +8.8% | -21.9% | +30.8% | +9.7% |
| 3M | -1.2% | -44.5% | +43.3% | +0.6% |
| 6M | +4.6% | -32.6% | +37.2% | +5.7% |
| YTD | +5.1% | -26.2% | +31.3% | +5.6% |
| 1Y | +6.2% | +23.0% | -16.7% | +4.5% |
| 3Y | -12.9% | +81.8% | -94.7% | -17.1% |
| 5Y | -16.8% | -36.0% | +19.3% | -18.9% |
| 10Y | -52.4% | +1,039.5% | -1,092.0% | -58.1% |
| All | -52.4% | +1,055.7% | -1,108.1% | -58.1% |
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