+1,557.1%
ASML vs KHC
-50.5%
+1,607.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +4.9% | +2.0% | +2.9% | +4.6% |
| 30D | -9.3% | +10.6% | -19.9% | -10.9% |
| 3M | -19.0% | +0.5% | -19.5% | -19.3% |
| 6M | -5.2% | +12.1% | -17.3% | -8.0% |
| YTD | +40.6% | +8.9% | +31.7% | +36.6% |
| 1Y | +47.5% | +7.5% | +40.0% | +43.7% |
| 3Y | +133.9% | -10.7% | +144.6% | +132.5% |
| 5Y | +83.8% | -13.2% | +96.9% | +81.8% |
| All | +1,557.1% | -50.5% | +1,607.6% | +1,578.3% |
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