-44.1%
KHC vs O
+132.0%
-176.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -2.0% | +3.3% | -5.4% | -3.2% |
| 30D | +9.7% | +10.3% | -0.7% | +5.8% |
| 3M | -2.0% | -3.5% | +1.5% | -0.7% |
| 6M | +5.4% | -1.3% | +6.7% | +6.0% |
| YTD | +5.9% | +10.3% | -4.4% | +2.1% |
| 1Y | +7.5% | +10.4% | -2.9% | +3.5% |
| 3Y | -12.4% | +40.0% | -52.4% | -22.6% |
| 5Y | -15.8% | +12.4% | -28.2% | -20.4% |
| 10Y | -54.1% | +78.2% | -132.3% | -65.7% |
| All | -44.1% | +132.0% | -176.1% | -67.2% |
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