-52.4%
KHC vs O
+78.3%
-130.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.1% | +3.5% | -4.7% | -2.4% |
| 30D | +8.8% | +10.4% | -1.6% | +5.1% |
| 3M | -1.2% | -2.4% | +1.2% | -0.3% |
| 6M | +4.6% | -1.2% | +5.9% | +5.2% |
| YTD | +5.1% | +10.4% | -5.3% | +1.4% |
| 1Y | +6.2% | +11.4% | -5.2% | +2.1% |
| 3Y | -12.9% | +40.4% | -53.3% | -22.7% |
| 5Y | -16.8% | +12.1% | -28.9% | -21.0% |
| 10Y | -52.4% | +82.7% | -135.2% | -63.6% |
| All | -52.4% | +78.3% | -130.8% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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