-43.1%
KHC vs COO
+58.9%
-102.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.8% | -2.2% | +0.5% | -1.2% |
| 30D | -1.9% | -7.0% | +5.1% | -0.2% |
| 3M | +14.4% | +12.2% | +2.2% | +11.2% |
| 6M | +8.7% | -15.1% | +23.8% | +12.7% |
| YTD | +7.8% | -15.1% | +22.9% | +11.6% |
| 1Y | -1.5% | +2.3% | -3.9% | -2.9% |
| 3Y | -9.9% | -23.7% | +13.8% | -6.7% |
| 5Y | -10.7% | -38.9% | +28.2% | -2.7% |
| 10Y | -55.7% | +49.9% | -105.6% | -65.3% |
| All | -43.1% | +58.9% | -102.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling