-19.3%
KHC vs COMP
-52.0%
+32.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.5% | -3.0% |
| 7D | +1.1% | +13.4% | -12.3% | +0.9% |
| 30D | +12.0% | +11.1% | +0.9% | +11.8% |
| 3M | +0.2% | -18.8% | +19.0% | +0.4% |
| 6M | +10.3% | +10.5% | -0.2% | +10.1% |
| YTD | +6.7% | -3.4% | +10.1% | +6.5% |
| 1Y | +10.9% | +19.7% | -8.8% | +10.3% |
| 3Y | -12.6% | +381.6% | -394.2% | -14.0% |
| 5Y | -16.3% | -17.6% | +1.3% | -21.1% |
| All | -19.3% | -52.0% | +32.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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