-39.0%
U vs KHC
+8.7%
-47.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -3.8% | -1.8% | -2.0% | -3.8% |
| 30D | +17.5% | -1.9% | +19.3% | +17.5% |
| 3M | +38.7% | +14.4% | +24.3% | +38.2% |
| 6M | +104.4% | +8.7% | +95.7% | +103.7% |
| YTD | -5.7% | +7.8% | -13.5% | -5.9% |
| 1Y | +3.7% | -1.5% | +5.2% | +3.8% |
| 3Y | +12.3% | -9.9% | +22.2% | +12.9% |
| 5Y | -68.8% | -10.7% | -58.1% | -67.6% |
| All | -39.0% | +8.7% | -47.7% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling