+571.8%
V vs KHC
-42.1%
+613.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.8% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +13.6% | +12.0% | +1.6% | +10.0% |
| 3M | +14.3% | +0.2% | +14.1% | +14.0% |
| 6M | +33.1% | +10.3% | +22.8% | +28.8% |
| YTD | +21.2% | +6.7% | +14.5% | +17.8% |
| 1Y | +26.4% | +10.9% | +15.6% | +21.4% |
| 3Y | +77.6% | -12.6% | +90.2% | +80.4% |
| 5Y | +102.6% | -16.3% | +118.9% | +105.8% |
| 10Y | +464.4% | -53.2% | +517.6% | +519.0% |
| All | +571.8% | -42.1% | +613.9% | +555.4% |
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 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