-10.3%
KHC vs COO
-38.8%
+28.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.8% | -2.2% | +0.5% | -1.4% |
| 30D | -1.9% | -7.0% | +5.1% | -0.7% |
| 3M | +14.4% | +12.2% | +2.2% | +12.5% |
| 6M | +8.7% | -15.1% | +23.8% | +11.2% |
| YTD | +7.8% | -15.1% | +22.9% | +10.1% |
| 1Y | -1.5% | +2.3% | -3.9% | -2.4% |
| 3Y | -9.9% | -23.7% | +13.8% | -8.5% |
| All | -10.3% | -38.8% | +28.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling