+2,796.5%
AVGO vs KHC
-42.1%
+2,838.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.4% |
| 7D | -9.9% | +1.1% | -11.0% | -10.2% |
| 30D | -22.0% | +12.0% | -34.0% | -24.4% |
| 3M | -30.0% | +0.2% | -30.2% | -30.4% |
| 6M | -30.7% | +10.3% | -41.1% | -33.4% |
| YTD | -14.7% | +6.7% | -21.4% | -17.7% |
| 1Y | -16.8% | +10.9% | -27.6% | -20.7% |
| 3Y | +244.4% | -12.6% | +257.1% | +242.8% |
| 5Y | +474.0% | -16.3% | +490.3% | +468.6% |
| 10Y | +2,122.6% | -53.2% | +2,175.8% | +2,456.4% |
| All | +2,796.5% | -42.1% | +2,838.6% | +2,735.6% |
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