+202.8%
TER vs KHC
-10.4%
+213.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.4% |
| 7D | +0.6% | -1.8% | +2.4% | +0.5% |
| 30D | -8.3% | -1.9% | -6.4% | -8.3% |
| 3M | -12.2% | +14.4% | -26.6% | -12.2% |
| 6M | +17.1% | +8.7% | +8.4% | +17.2% |
| YTD | +84.7% | +7.8% | +76.9% | +85.1% |
| 1Y | +199.9% | -1.5% | +201.4% | +203.0% |
| 3Y | +232.8% | -9.9% | +242.6% | +236.1% |
| All | +202.8% | -10.4% | +213.3% | +214.9% |
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