+3,719.5%
ANET vs KHC
-42.1%
+3,761.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | +3.7% | -4.8% | +8.5% | +4.5% |
| 30D | +0.7% | +0.3% | +0.4% | +0.5% |
| 3M | +26.8% | +6.7% | +20.1% | +24.1% |
| 6M | +40.7% | +4.2% | +36.5% | +37.9% |
| YTD | +47.2% | +6.7% | +40.5% | +43.1% |
| 1Y | +36.0% | -1.4% | +37.4% | +34.4% |
| 3Y | +292.8% | -11.8% | +304.6% | +289.3% |
| 5Y | +761.9% | -13.4% | +775.3% | +740.8% |
| 10Y | +3,770.2% | -54.3% | +3,824.5% | +4,342.8% |
| All | +3,719.5% | -42.1% | +3,761.6% | +3,907.8% |
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 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