-55.4%
KHC vs COO
+43.7%
-99.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -2.2% | -2.3% | +0.1% | -1.7% |
| 30D | -0.1% | -8.8% | +8.7% | +2.0% |
| 3M | +8.3% | +1.3% | +7.0% | +8.0% |
| 6M | +5.0% | -11.6% | +16.5% | +7.7% |
| YTD | +8.0% | -17.4% | +25.4% | +12.4% |
| 1Y | -1.1% | -1.6% | +0.5% | -1.5% |
| 3Y | -10.7% | -22.6% | +11.9% | -8.0% |
| 5Y | -13.5% | -40.3% | +26.8% | -5.3% |
| 10Y | -55.4% | +45.2% | -100.6% | -65.6% |
| All | -55.4% | +43.7% | -99.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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