-11.7%
KHC vs ONON
-20.9%
+9.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -1.9% | -26.7% | +24.8% | -1.4% |
| 3M | +14.4% | -25.3% | +39.7% | +14.9% |
| 6M | +8.7% | -35.3% | +44.0% | +9.3% |
| YTD | +7.8% | -39.8% | +47.6% | +8.5% |
| 1Y | -1.5% | -39.2% | +37.7% | -0.9% |
| 3Y | -9.9% | -4.2% | -5.6% | -10.5% |
| All | -11.7% | -20.9% | +9.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling