+30.8%
ASML vs KHC
+12.1%
+18.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.5% |
| 7D | -19.0% | +5.9% | -25.0% | -16.7% |
| 30D | -25.9% | +14.9% | -40.9% | -21.0% |
| 3M | -19.1% | 0.0% | -19.0% | -18.0% |
| 6M | -5.7% | +16.2% | -21.9% | +1.2% |
| YTD | +27.6% | +9.8% | +17.8% | +36.3% |
| 1Y | +30.8% | +12.1% | +18.7% | +40.2% |
| All | +30.8% | +12.1% | +18.7% | +40.2% |
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 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