-43.1%
KHC vs HRB
+155.7%
-198.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | -1.8% | -5.7% | +3.9% | -0.8% |
| 30D | -1.9% | +7.9% | -9.8% | -3.4% |
| 3M | +14.4% | +32.1% | -17.7% | +8.7% |
| 6M | +8.7% | +62.2% | -53.5% | -0.8% |
| YTD | +7.8% | +16.4% | -8.6% | +3.7% |
| 1Y | -1.5% | -0.3% | -1.2% | -2.8% |
| 3Y | -9.9% | +36.0% | -45.9% | -16.7% |
| 5Y | -10.7% | +125.2% | -135.9% | -26.4% |
| 10Y | -55.7% | +237.7% | -293.4% | -68.2% |
| All | -43.1% | +155.7% | -198.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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