-43.1%
KHC vs ARWR
+1,169.7%
-1,212.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 1Y | -1.5% | +208.4% | -209.9% | -6.7% |
| 3Y | -9.9% | +208.8% | -218.7% | -16.3% |
| 5Y | -10.7% | +27.8% | -38.5% | -15.4% |
| 10Y | -55.7% | +1,107.6% | -1,163.3% | -63.2% |
| All | -43.1% | +1,169.7% | -1,212.8% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling