+262.0%
TER vs KHC
-10.5%
+272.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.3% |
| 7D | +0.6% | -1.8% | +2.4% | +0.3% |
| 30D | -8.3% | -1.9% | -6.4% | -8.5% |
| 3M | -12.2% | +14.4% | -26.6% | -10.9% |
| 6M | +17.1% | +8.7% | +8.4% | +18.6% |
| YTD | +84.7% | +7.8% | +76.9% | +87.4% |
| 1Y | +199.9% | -1.5% | +201.4% | +206.6% |
| All | +262.0% | -10.5% | +272.5% | +269.1% |
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