+22.9%
KHC vs ONTO
+390.5%
-367.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.1% | -13.9% | -3.0% |
| 7D | +1.1% | -14.0% | +15.1% | +1.3% |
| 30D | +12.0% | -43.1% | +55.0% | +13.3% |
| 3M | +0.2% | -35.5% | +35.7% | +0.8% |
| 6M | +10.3% | -41.1% | +51.4% | +10.8% |
| YTD | +6.7% | +9.8% | -3.0% | +3.2% |
| 1Y | +10.9% | +31.5% | -20.7% | +5.9% |
| 3Y | -12.6% | +45.2% | -57.8% | -21.3% |
| 5Y | -16.3% | +86.7% | -103.0% | -29.5% |
| All | +22.9% | +390.5% | -367.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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