-20.5%
KHC vs COMP
-53.0%
+32.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | -1.1% | +7.2% | -8.3% | -1.3% |
| 30D | +8.8% | +6.4% | +2.5% | +8.7% |
| 3M | -1.2% | -19.4% | +18.2% | -1.0% |
| 6M | +4.6% | +14.6% | -9.9% | +4.4% |
| YTD | +5.1% | -5.5% | +10.6% | +4.9% |
| 1Y | +6.2% | +13.7% | -7.4% | +5.8% |
| 3Y | -12.9% | +409.7% | -422.6% | -14.3% |
| 5Y | -16.8% | -17.0% | +0.3% | -21.4% |
| All | -20.5% | -53.0% | +32.5% | -26.2% |
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