+77.6%
V vs KHC
-12.7%
+90.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +13.6% | +12.0% | +1.6% | +11.5% |
| 3M | +14.3% | +0.2% | +14.1% | +14.1% |
| 6M | +33.1% | +10.3% | +22.8% | +30.9% |
| YTD | +21.2% | +6.7% | +14.5% | +19.7% |
| 1Y | +26.4% | +10.9% | +15.6% | +23.8% |
| 3Y | +77.6% | -12.6% | +90.2% | +81.4% |
| All | +77.6% | -12.7% | +90.3% | +81.4% |
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