-14.1%
KHC vs ONON
-10.9%
-3.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | +2.0% | -10.0% | +12.0% | +2.2% |
| 30D | +10.6% | -5.3% | +15.9% | +10.7% |
| 3M | +0.5% | +6.5% | -5.9% | +0.4% |
| 6M | +12.1% | -5.0% | +17.0% | +12.1% |
| YTD | +8.9% | -27.6% | +36.6% | +9.3% |
| 1Y | +7.5% | -20.7% | +28.2% | +7.7% |
| 3Y | -10.7% | +26.6% | -37.3% | -11.9% |
| All | -14.1% | -10.9% | -3.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling