-26.6%
U vs KHC
+7.1%
-33.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +2.8% | -3.3% | +6.1% | +2.8% |
| 30D | +7.6% | +9.1% | -1.5% | +7.5% |
| 3M | +12.7% | +1.4% | +11.3% | +12.7% |
| 6M | +87.0% | +8.4% | +78.6% | +86.7% |
| YTD | +13.6% | +6.2% | +7.4% | +13.5% |
| 1Y | +25.3% | +5.7% | +19.6% | +25.2% |
| 3Y | +85.8% | -12.0% | +97.8% | +86.7% |
| 5Y | -74.5% | -15.3% | -59.1% | -73.6% |
| All | -26.6% | +7.1% | -33.7% | -23.9% |
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 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