-12.7%
BABA vs KHC
-3.0%
-9.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.2% |
| 7D | -4.8% | -3.3% | -1.5% | -4.9% |
| 30D | -11.9% | -3.4% | -8.5% | -12.0% |
| 3M | -9.3% | +12.6% | -21.9% | -8.8% |
| 6M | -14.2% | +7.0% | -21.3% | -14.3% |
| YTD | -22.0% | +6.1% | -28.1% | -22.2% |
| 1Y | -12.7% | -3.1% | -9.6% | -14.0% |
| All | -12.7% | -3.0% | -9.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling