+3,847.4%
ANET vs KHC
-54.1%
+3,901.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | -5.2% | +1.9% | -7.1% | -5.6% |
| 3M | +27.6% | +3.2% | +24.4% | +25.9% |
| 6M | +44.4% | +10.0% | +34.4% | +40.3% |
| YTD | +52.3% | +6.7% | +45.6% | +48.5% |
| 1Y | +30.4% | -0.9% | +31.3% | +29.0% |
| 3Y | +313.3% | -13.6% | +326.8% | +312.6% |
| 5Y | +810.0% | -12.8% | +822.9% | +787.3% |
| All | +3,847.4% | -54.1% | +3,901.5% | +4,668.0% |
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