+151.8%
TER vs KHC
-12.7%
+164.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +1.7% |
| 7D | -20.5% | +1.1% | -21.6% | -20.1% |
| 30D | -47.0% | +12.0% | -59.0% | -45.0% |
| 3M | -43.3% | +0.2% | -43.5% | -42.5% |
| 6M | -42.9% | +10.3% | -53.2% | -41.5% |
| YTD | +12.9% | +6.7% | +6.1% | +15.8% |
| 1Y | +18.2% | +10.9% | +7.3% | +21.1% |
| 3Y | +151.8% | -12.6% | +164.4% | +154.1% |
| All | +151.8% | -12.7% | +164.5% | +154.1% |
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 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