+313.3%
ANET vs KHC
-12.1%
+325.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.9% |
| 7D | +3.0% | -1.0% | +4.0% | +2.6% |
| 30D | -5.2% | +1.9% | -7.1% | -4.4% |
| 3M | +27.6% | +3.2% | +24.4% | +29.5% |
| 6M | +44.4% | +10.0% | +34.4% | +49.2% |
| YTD | +52.3% | +6.7% | +45.6% | +56.9% |
| 1Y | +30.4% | -0.9% | +31.3% | +32.9% |
| 3Y | +313.3% | -13.6% | +326.8% | +304.8% |
| All | +313.3% | -12.1% | +325.3% | +304.8% |
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