-1.3%
KHC vs ARWR
+204.3%
-205.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.5% |
| 6M | +8.7% | +32.6% | -23.9% | +8.3% |
| YTD | +7.8% | +30.0% | -22.3% | +7.3% |
| All | -1.3% | +204.3% | -205.6% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling