+5.1%
KHC vs COMP
+16.3%
-11.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -4.6% | +2.2% | -6.8% | -4.7% |
| 30D | +8.1% | +16.3% | -8.2% | +7.5% |
| 3M | 0.0% | -19.1% | +19.2% | +0.3% |
| 6M | +7.9% | +17.1% | -9.2% | +7.8% |
| YTD | +5.3% | -2.9% | +8.2% | +3.6% |
| 1Y | +5.1% | +8.8% | -3.7% | +3.0% |
| All | +5.1% | +16.3% | -11.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling