+65.3%
T vs KHC
-55.7%
+121.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +15.3% | +8.3% | +7.0% | +12.2% |
| 6M | -8.5% | +5.0% | -13.4% | -10.2% |
| YTD | +6.8% | +8.0% | -1.2% | +3.5% |
| 1Y | -7.2% | -1.1% | -6.1% | -7.7% |
| 3Y | +108.2% | -10.7% | +119.0% | +111.4% |
| 5Y | +66.1% | -13.5% | +79.6% | +68.7% |
| 10Y | +65.3% | -55.4% | +120.7% | +77.1% |
| All | +65.3% | -55.7% | +121.0% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling