+1,380.9%
ASML vs KHC
-40.5%
+1,421.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.3% |
| 7D | -19.0% | +5.9% | -25.0% | -19.9% |
| 30D | -25.9% | +14.9% | -40.9% | -28.0% |
| 3M | -19.1% | 0.0% | -19.0% | -19.3% |
| 6M | -5.7% | +16.2% | -21.9% | -9.6% |
| YTD | +27.6% | +9.8% | +17.8% | +23.3% |
| 1Y | +30.8% | +12.1% | +18.7% | +25.6% |
| 3Y | +116.2% | -10.1% | +126.3% | +114.5% |
| 5Y | +67.7% | -13.9% | +81.5% | +66.1% |
| 10Y | +1,355.3% | -51.9% | +1,407.2% | +1,500.7% |
| All | +1,380.9% | -40.5% | +1,421.3% | +1,410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling