+195.3%
KLAC vs KHC
-9.8%
+205.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -2.4% |
| 7D | +10.0% | +2.0% | +8.0% | +10.8% |
| 30D | -14.8% | +10.6% | -25.4% | -11.9% |
| 3M | -27.2% | +0.5% | -27.7% | -26.1% |
| 6M | -17.5% | +12.1% | -29.5% | -14.5% |
| YTD | +25.8% | +8.9% | +16.9% | +30.6% |
| 1Y | +31.8% | +7.5% | +24.3% | +36.8% |
| 3Y | +195.3% | -10.7% | +206.0% | +163.7% |
| All | +195.3% | -9.8% | +205.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 3y: compounded portfolio wealth divided by compounded KHC 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…
3y analysis · Full analysis span regression · 6 months rolling