+67.7%
ASML vs KHC
-13.1%
+80.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.4% |
| 7D | -19.0% | +5.9% | -25.0% | -18.6% |
| 30D | -25.9% | +14.9% | -40.9% | -25.0% |
| 3M | -19.1% | 0.0% | -19.0% | -18.7% |
| 6M | -5.7% | +16.2% | -21.9% | -5.0% |
| YTD | +27.6% | +9.8% | +17.8% | +28.7% |
| 1Y | +30.8% | +12.1% | +18.7% | +31.8% |
| 3Y | +116.2% | -10.1% | +126.3% | +115.6% |
| 5Y | +67.7% | -13.9% | +81.5% | +71.5% |
| All | +67.7% | -13.1% | +80.7% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling