+46.6%
ASML vs KHC
+7.4%
+39.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +5.8% |
| 7D | -0.8% | -2.0% | +1.2% | -1.6% |
| 30D | -14.9% | +9.7% | -24.5% | -11.0% |
| 3M | -13.0% | -2.0% | -11.0% | -12.7% |
| 6M | -4.7% | +5.4% | -10.1% | -1.1% |
| YTD | +42.3% | +5.9% | +36.4% | +49.6% |
| All | +46.6% | +7.4% | +39.2% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling