+52.0%
ABNB vs KHC
-12.8%
+64.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.5% |
| 30D | +10.8% | +8.1% | +2.7% | +9.3% |
| 3M | -2.1% | 0.0% | -2.1% | -2.2% |
| 6M | +32.2% | +7.9% | +24.2% | +30.8% |
| YTD | +33.5% | +5.3% | +28.2% | +32.5% |
| 1Y | +47.8% | +5.1% | +42.7% | +46.8% |
| All | +52.0% | -12.8% | +64.8% | +44.4% |
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