+3,174.1%
AVGO vs KHC
-43.0%
+3,217.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | -8.2% | +8.8% | -17.0% | -10.4% |
| 3M | -21.3% | -1.2% | -20.0% | -21.4% |
| 6M | -22.5% | +4.6% | -27.2% | -24.4% |
| YTD | -3.6% | +5.1% | -8.7% | -6.6% |
| 1Y | -6.7% | +6.2% | -12.9% | -10.1% |
| 3Y | +258.1% | -12.9% | +271.0% | +256.1% |
| 5Y | +560.9% | -16.8% | +577.6% | +554.4% |
| 10Y | +2,475.6% | -52.4% | +2,528.1% | +2,817.3% |
| All | +3,174.1% | -43.0% | +3,217.1% | +3,115.9% |
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