+62.5%
T vs KHC
-50.5%
+113.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +2.5% | +2.0% | +0.5% | +1.9% |
| 30D | -3.8% | +10.6% | -14.4% | -6.7% |
| 3M | -8.7% | +0.5% | -9.3% | -9.0% |
| 6M | -8.1% | +12.1% | -20.2% | -11.6% |
| YTD | -6.4% | +8.9% | -15.4% | -9.6% |
| 1Y | -9.8% | +7.5% | -17.2% | -12.5% |
| 3Y | +65.5% | -10.7% | +76.2% | +68.1% |
| 5Y | +57.0% | -13.2% | +70.1% | +59.2% |
| All | +62.5% | -50.5% | +113.0% | +63.5% |
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