-4.4%
ON vs KHC
-12.7%
+8.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.4% |
| 7D | -11.7% | +1.1% | -12.8% | -11.6% |
| 30D | -23.3% | +12.0% | -35.2% | -23.2% |
| 3M | -19.2% | +0.2% | -19.3% | -19.0% |
| 6M | -40.1% | +10.3% | -50.5% | -41.1% |
| YTD | +16.9% | +6.7% | +10.2% | +15.6% |
| 1Y | +29.7% | +10.9% | +18.9% | +26.7% |
| 3Y | -4.4% | -12.6% | +8.2% | -1.9% |
| All | -4.4% | -12.7% | +8.3% | -1.9% |
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