+2,856.4%
AVGO vs KHC
-55.4%
+2,911.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -0.8% | -4.8% | +4.0% | +0.3% |
| 30D | -13.7% | +0.3% | -14.0% | -13.9% |
| 3M | -6.9% | +6.7% | -13.7% | -8.9% |
| 6M | +5.8% | +4.2% | +1.6% | +3.8% |
| YTD | +5.7% | +6.7% | -1.1% | +2.7% |
| 1Y | +9.0% | -1.4% | +10.4% | +8.0% |
| 3Y | +340.5% | -11.8% | +352.3% | +338.0% |
| 5Y | +711.1% | -13.4% | +724.4% | +697.2% |
| 10Y | +2,856.4% | -54.3% | +2,910.7% | +3,036.4% |
| All | +2,856.4% | -55.4% | +2,911.9% | +3,036.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling