+216.1%
KO vs KHC
-41.4%
+257.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +1.1% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +11.8% | +8.3% | +3.5% | +8.7% |
| 6M | +16.2% | +5.0% | +11.3% | +13.9% |
| YTD | +28.1% | +8.0% | +20.1% | +24.1% |
| 1Y | +34.8% | -1.1% | +35.8% | +34.2% |
| 3Y | +65.5% | -10.7% | +76.2% | +68.3% |
| 5Y | +81.6% | -13.5% | +95.1% | +85.8% |
| 10Y | +176.7% | -55.4% | +232.1% | +215.5% |
| All | +216.1% | -41.4% | +257.6% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling