-9.1%
T vs KHC
-3.0%
-6.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -1.3% | -3.3% | +2.0% | -0.5% |
| 30D | +11.4% | -3.4% | +14.8% | +12.2% |
| 3M | +14.3% | +12.6% | +1.7% | +11.2% |
| 6M | -9.3% | +7.0% | -16.3% | -11.0% |
| YTD | +7.1% | +6.1% | +1.0% | +4.9% |
| 1Y | -9.1% | -3.1% | -6.0% | -10.2% |
| All | -9.1% | -3.0% | -6.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling