-37.5%
U vs KHC
+8.9%
-46.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +4.5% | -2.2% | +6.7% | +4.5% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | +48.4% | +8.3% | +40.1% | +48.1% |
| 6M | +115.4% | +5.0% | +110.4% | +114.6% |
| YTD | -3.2% | +8.0% | -11.2% | -3.4% |
| 1Y | -6.0% | -1.1% | -4.9% | -5.9% |
| 3Y | +13.5% | -10.7% | +24.2% | +13.9% |
| 5Y | -68.0% | -13.5% | -54.5% | -66.9% |
| All | -37.5% | +8.9% | -46.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling