-10.1%
KHC vs COMP
+309.8%
-319.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | -0.2% |
| 7D | +5.9% | -1.8% | +7.8% | +6.0% |
| 30D | +14.9% | -0.8% | +15.7% | +14.9% |
| 3M | 0.0% | -28.1% | +28.1% | +0.8% |
| 6M | +16.2% | +27.0% | -10.8% | +15.4% |
| YTD | +9.8% | -12.8% | +22.6% | +9.7% |
| 1Y | +12.1% | +4.9% | +7.2% | +11.3% |
| All | -10.1% | +309.8% | -319.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling