+54.6%
TER vs KHC
-16.5%
+71.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.1% |
| 7D | -20.5% | +1.1% | -21.6% | -20.3% |
| 30D | -47.0% | +12.0% | -59.0% | -46.1% |
| 3M | -43.3% | +0.2% | -43.5% | -42.9% |
| 6M | -42.9% | +10.3% | -53.2% | -42.5% |
| YTD | +12.9% | +6.7% | +6.1% | +13.7% |
| 1Y | +18.2% | +10.9% | +7.3% | +18.7% |
| 3Y | +151.8% | -12.6% | +164.4% | +156.5% |
| All | +54.6% | -16.5% | +71.1% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling