+117.9%
ASML vs KHC
-10.2%
+128.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.4% |
| 7D | -19.0% | +5.9% | -25.0% | -17.9% |
| 30D | -25.9% | +14.9% | -40.9% | -23.5% |
| 3M | -19.1% | 0.0% | -19.0% | -18.4% |
| 6M | -5.7% | +16.2% | -21.9% | -2.7% |
| YTD | +27.6% | +9.8% | +17.8% | +31.4% |
| 1Y | +30.8% | +12.1% | +18.7% | +34.9% |
| All | +117.9% | -10.2% | +128.1% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling