-52.3%
KHC vs COO
+40.2%
-92.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -4.6% | -2.3% | -2.3% | -4.1% |
| 30D | +8.1% | +13.3% | -5.2% | +5.1% |
| 3M | 0.0% | -18.1% | +18.1% | +4.3% |
| 6M | +7.9% | +6.7% | +1.2% | +5.8% |
| YTD | +5.3% | -23.2% | +28.5% | +10.9% |
| 1Y | +5.1% | -12.3% | +17.4% | +7.2% |
| 3Y | -12.8% | -23.6% | +10.8% | -10.4% |
| 5Y | -16.2% | -38.7% | +22.5% | -9.9% |
| 10Y | -52.3% | +42.2% | -94.5% | -63.1% |
| All | -52.3% | +40.2% | -92.4% | -63.1% |
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