+109.0%
T vs KHC
-41.6%
+150.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 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% | +9.3% |
| 6M | -9.3% | +8.7% | -18.0% | -12.0% |
| YTD | +7.1% | +7.8% | -0.7% | +3.9% |
| 1Y | -9.1% | -1.5% | -7.6% | -9.4% |
| 3Y | +105.3% | -9.9% | +115.2% | +107.8% |
| 5Y | +66.8% | -10.7% | +77.5% | +67.7% |
| 10Y | +66.8% | -55.7% | +122.5% | +84.8% |
| All | +109.0% | -41.6% | +150.6% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling