-24.5%
ON vs KHC
-10.5%
-14.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +2.4% | -1.8% | +4.2% | +2.4% |
| 30D | -3.3% | -1.9% | -1.4% | -3.2% |
| 3M | -43.6% | +14.4% | -58.0% | -44.8% |
| 6M | +19.0% | +8.7% | +10.2% | +17.2% |
| YTD | +37.4% | +7.8% | +29.6% | +35.5% |
| 1Y | +54.8% | -1.5% | +56.3% | +56.8% |
| All | -24.5% | -10.5% | -14.0% | -23.3% |
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 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