-43.7%
KHC vs O
+130.2%
-173.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | +1.1% | +3.7% | -2.6% | -0.2% |
| 30D | +12.0% | +11.2% | +0.8% | +7.7% |
| 3M | +0.2% | -4.0% | +4.2% | +1.8% |
| 6M | +10.3% | -5.2% | +15.6% | +12.6% |
| YTD | +6.7% | +9.5% | -2.7% | +3.2% |
| 1Y | +10.9% | +10.6% | +0.3% | +6.7% |
| 3Y | -12.6% | +38.1% | -50.7% | -22.4% |
| 5Y | -16.3% | +10.2% | -26.5% | -20.3% |
| 10Y | -53.2% | +71.4% | -124.6% | -64.5% |
| All | -43.7% | +130.2% | -173.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling