+17.1%
BABA vs KHC
-53.9%
+71.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | +11.6% | +1.1% | +10.5% | +11.4% |
| 30D | +2.3% | +12.0% | -9.7% | +0.3% |
| 3M | -13.7% | +0.2% | -13.9% | -13.9% |
| 6M | -21.9% | +10.3% | -32.3% | -23.6% |
| YTD | -24.6% | +6.7% | -31.4% | -26.0% |
| 1Y | -34.1% | +10.9% | -45.0% | -35.8% |
| 3Y | +36.3% | -12.6% | +48.9% | +37.8% |
| 5Y | -26.7% | -16.3% | -10.4% | -26.1% |
| All | +17.1% | -53.9% | +71.0% | +16.4% |
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