+231.1%
ADBE vs KHC
-41.6%
+272.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.5% |
| 7D | -8.6% | -1.8% | -6.8% | -8.2% |
| 30D | +2.8% | -1.9% | +4.6% | +3.3% |
| 3M | +3.1% | +14.4% | -11.3% | -0.5% |
| 6M | -2.4% | +8.7% | -11.1% | -4.8% |
| YTD | -23.9% | +7.8% | -31.6% | -25.8% |
| 1Y | -22.6% | -1.5% | -21.1% | -22.7% |
| 3Y | -52.7% | -9.9% | -42.8% | -52.4% |
| 5Y | -60.0% | -10.7% | -49.3% | -60.5% |
| 10Y | +157.3% | -55.7% | +213.0% | +197.6% |
| All | +231.1% | -41.6% | +272.6% | +227.0% |
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