-13.9%
KHC vs COMP
-28.0%
+14.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | -0.3% |
| 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% | +0.5% |
| 6M | +16.2% | +27.0% | -10.8% | +15.7% |
| YTD | +9.8% | -12.8% | +22.6% | +9.7% |
| 1Y | +12.1% | +4.9% | +7.2% | +11.7% |
| 3Y | -10.1% | +321.0% | -331.1% | -12.2% |
| 5Y | -13.9% | -25.6% | +11.7% | -15.4% |
| All | -13.9% | -28.0% | +14.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling