+1,141.0%
AAPL vs KHC
-43.0%
+1,184.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +5.0% | -1.1% | +6.1% | +5.4% |
| 30D | +3.5% | +8.8% | -5.3% | +0.7% |
| 3M | +13.1% | -1.2% | +14.3% | +13.1% |
| 6M | +19.0% | +4.6% | +14.4% | +16.5% |
| YTD | +28.5% | +5.1% | +23.4% | +25.0% |
| 1Y | +29.7% | +6.2% | +23.5% | +25.7% |
| 3Y | +89.2% | -12.9% | +102.1% | +92.5% |
| 5Y | +141.2% | -16.8% | +158.0% | +145.3% |
| 10Y | +1,306.6% | -52.4% | +1,359.1% | +1,435.4% |
| All | +1,141.0% | -43.0% | +1,184.0% | +1,104.0% |
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