+148.0%
ADBE vs KHC
-54.5%
+202.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -12.9% | -2.5% | -10.4% | -12.4% |
| 30D | -5.6% | +0.5% | -6.2% | -5.8% |
| 3M | +6.6% | +3.0% | +3.6% | +6.0% |
| 6M | -9.6% | +6.6% | -16.2% | -11.1% |
| YTD | -28.9% | +5.8% | -34.7% | -30.2% |
| 1Y | -28.9% | -2.2% | -26.7% | -28.9% |
| 3Y | -55.6% | -12.5% | -43.0% | -55.0% |
| 5Y | -62.2% | -13.6% | -48.6% | -62.3% |
| All | +148.0% | -54.5% | +202.5% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling