-26.3%
U vs KHC
+6.0%
-32.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +24.4% | -1.1% | +25.5% | +24.3% |
| 30D | +7.4% | +8.8% | -1.5% | +7.3% |
| 3M | +16.8% | -1.2% | +18.0% | +16.9% |
| 6M | +78.8% | +4.6% | +74.1% | +78.6% |
| YTD | +14.0% | +5.1% | +8.8% | +13.9% |
| 1Y | +16.7% | +6.2% | +10.5% | +16.6% |
| 3Y | +86.4% | -12.9% | +99.3% | +87.3% |
| 5Y | -71.5% | -16.8% | -54.7% | -70.5% |
| All | -26.3% | +6.0% | -32.4% | -23.7% |
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