-60.4%
ADBE vs KHC
-12.8%
-47.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -3.8% | -1.1% | -2.7% | -3.6% |
| 30D | -2.3% | +8.8% | -11.1% | -3.9% |
| 3M | -13.3% | -1.2% | -12.1% | -13.2% |
| 6M | -6.5% | +4.6% | -11.1% | -6.7% |
| YTD | -32.4% | +5.1% | -37.5% | -32.6% |
| 1Y | -28.0% | +6.2% | -34.3% | -28.4% |
| 3Y | -60.4% | -12.9% | -47.5% | -62.2% |
| All | -60.4% | -12.8% | -47.5% | -62.2% |
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