+83.1%
KO vs KHC
-14.0%
+97.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | +1.6% | +0.5% | +1.0% | +1.3% |
| 3M | +5.8% | +3.0% | +2.7% | +4.4% |
| 6M | +14.3% | +6.6% | +7.7% | +11.2% |
| YTD | +27.3% | +5.8% | +21.5% | +23.8% |
| 1Y | +33.2% | -2.2% | +35.4% | +33.1% |
| 3Y | +64.5% | -12.5% | +77.0% | +68.5% |
| 5Y | +83.1% | -13.6% | +96.7% | +90.7% |
| All | +83.1% | -14.0% | +97.1% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling