-12.6%
KHC vs ARWR
+105.6%
-118.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.8% |
| 7D | +1.1% | -2.9% | +4.0% | +1.2% |
| 30D | +12.0% | -5.4% | +17.4% | +12.1% |
| 3M | +0.2% | -32.2% | +32.4% | +1.2% |
| 6M | +10.3% | -26.5% | +36.9% | +11.1% |
| YTD | +6.7% | -12.4% | +19.1% | +6.5% |
| 1Y | +10.9% | +46.9% | -36.0% | +7.8% |
| 3Y | -12.6% | +116.0% | -128.6% | -18.9% |
| All | -12.6% | +105.6% | -118.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling