+58.5%
ON vs KHC
-10.2%
+68.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | -12.4% | -0.1% | -12.3% | -12.4% |
| 3M | -41.2% | +8.3% | -49.6% | -41.5% |
| 6M | +25.0% | +5.0% | +20.0% | +24.6% |
| YTD | +31.3% | +8.0% | +23.3% | +30.3% |
| 1Y | +45.4% | -1.1% | +46.5% | +46.3% |
| 3Y | -27.4% | -10.7% | -16.7% | -26.7% |
| 5Y | +58.5% | -13.5% | +72.0% | +57.7% |
| All | +58.5% | -10.2% | +68.7% | +57.7% |
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