+207.8%
TER vs KHC
-12.1%
+219.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.5% |
| 7D | +24.0% | -3.3% | +27.3% | +22.7% |
| 30D | -30.6% | +9.1% | -39.8% | -28.5% |
| 3M | -34.5% | +1.4% | -35.9% | -33.5% |
| 6M | -26.4% | +8.4% | -34.7% | -24.7% |
| YTD | +36.4% | +6.2% | +30.2% | +39.7% |
| 1Y | +47.4% | +5.7% | +41.7% | +51.0% |
| All | +207.8% | -12.1% | +219.9% | +193.0% |
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