+164.9%
ASML vs KHC
-10.0%
+175.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.0% |
| 7D | +1.1% | -1.8% | +2.9% | +0.8% |
| 30D | +2.2% | -1.9% | +4.1% | +1.9% |
| 3M | -2.3% | +14.4% | -16.7% | -0.3% |
| 6M | +23.0% | +8.7% | +14.3% | +25.1% |
| YTD | +61.1% | +7.8% | +53.3% | +64.0% |
| 1Y | +129.1% | -1.5% | +130.6% | +132.3% |
| All | +164.9% | -10.0% | +175.0% | +158.4% |
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