+1,395.4%
ASML vs KHC
-53.9%
+1,449.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.4% |
| 7D | -9.0% | +1.1% | -10.1% | -9.2% |
| 30D | -21.0% | +12.0% | -32.9% | -22.6% |
| 3M | -16.3% | +0.2% | -16.5% | -16.6% |
| 6M | -7.5% | +10.3% | -17.9% | -10.1% |
| YTD | +34.0% | +6.7% | +27.3% | +30.6% |
| 1Y | +39.3% | +10.9% | +28.4% | +34.5% |
| 3Y | +128.9% | -12.6% | +141.5% | +128.3% |
| 5Y | +76.1% | -16.3% | +92.4% | +75.6% |
| All | +1,395.4% | -53.9% | +1,449.3% | +1,454.2% |
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