+7.8%
ON vs KHC
-16.5%
+24.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.0% |
| 3M | -19.2% | +0.2% | -19.3% | -19.0% |
| 6M | -40.1% | +10.3% | -50.5% | -40.5% |
| YTD | +16.9% | +6.7% | +10.2% | +16.5% |
| 1Y | +29.7% | +10.9% | +18.9% | +28.6% |
| 3Y | -4.4% | -12.6% | +8.2% | -3.4% |
| All | +7.8% | -16.5% | +24.3% | +12.3% |
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 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