+496.2%
V vs KHC
-41.6%
+537.7%
-36.4%
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% | -0.8% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | +2.0% | -1.9% | +3.8% | +2.4% |
| 3M | +17.4% | +14.4% | +3.0% | +12.6% |
| 6M | +17.5% | +8.7% | +8.8% | +14.1% |
| YTD | +7.6% | +7.8% | -0.2% | +4.4% |
| 1Y | +7.7% | -1.5% | +9.2% | +7.1% |
| 3Y | +54.7% | -9.9% | +64.5% | +55.5% |
| 5Y | +73.0% | -10.7% | +83.8% | +72.3% |
| 10Y | +390.9% | -55.7% | +446.6% | +454.7% |
| All | +496.2% | -41.6% | +537.7% | +480.7% |
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 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