+592.8%
ON vs KHC
-54.9%
+647.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | -12.4% | -0.1% | -12.3% | -12.6% |
| 3M | -41.2% | +8.3% | -49.6% | -43.1% |
| 6M | +25.0% | +5.0% | +20.0% | +21.5% |
| YTD | +31.3% | +8.0% | +23.3% | +26.0% |
| 1Y | +45.4% | -1.1% | +46.5% | +43.3% |
| 3Y | -27.4% | -10.7% | -16.7% | -27.2% |
| 5Y | +58.5% | -13.5% | +72.0% | +56.2% |
| All | +592.8% | -54.9% | +647.7% | +585.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling