-19.7%
KHC vs COMP
-52.8%
+33.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | -3.3% | +8.9% | -12.2% | -3.5% |
| 30D | +9.1% | +14.0% | -4.8% | +8.9% |
| 3M | +1.4% | -21.1% | +22.5% | +1.6% |
| 6M | +8.4% | +20.1% | -11.7% | +8.1% |
| YTD | +6.2% | -5.0% | +11.2% | +6.0% |
| 1Y | +5.7% | +5.7% | 0.0% | +5.3% |
| 3Y | -12.0% | +412.2% | -424.3% | -13.4% |
| 5Y | -15.3% | -12.1% | -3.3% | -19.8% |
| All | -19.7% | -52.8% | +33.1% | -25.5% |
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