+3,423.3%
AVGO vs KHC
-41.6%
+3,464.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 30D | -14.4% | -1.9% | -12.6% | -14.1% |
| 3M | -14.4% | +14.4% | -28.8% | -18.1% |
| 6M | +13.1% | +8.7% | +4.4% | +9.4% |
| YTD | +3.8% | +7.8% | -4.0% | +0.3% |
| 1Y | +17.8% | -1.5% | +19.3% | +16.5% |
| 3Y | +325.3% | -9.9% | +335.1% | +319.3% |
| 5Y | +689.9% | -10.7% | +700.7% | +665.4% |
| 10Y | +2,597.0% | -55.7% | +2,652.7% | +3,127.7% |
| All | +3,423.3% | -41.6% | +3,464.9% | +3,354.0% |
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