+105.9%
T vs KHC
-10.5%
+116.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | +11.4% | -1.9% | +13.2% | +11.8% |
| 3M | +14.3% | +14.4% | -0.1% | +10.2% |
| 6M | -9.3% | +8.7% | -18.0% | -11.5% |
| YTD | +7.1% | +7.8% | -0.7% | +4.5% |
| 1Y | -9.1% | -1.5% | -7.6% | -9.2% |
| All | +105.9% | -10.5% | +116.4% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling