+9.6%
U vs KHC
-10.5%
+20.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | +17.5% | -1.9% | +19.3% | +17.6% |
| 3M | +38.7% | +14.4% | +24.3% | +35.8% |
| 6M | +104.4% | +8.7% | +95.7% | +101.1% |
| YTD | -5.7% | +7.8% | -13.5% | -7.0% |
| 1Y | +3.7% | -1.5% | +5.2% | +4.2% |
| All | +9.6% | -10.5% | +20.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling