+15.8%
BABA vs KHC
-54.7%
+70.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | +3.8% | -2.0% | +5.9% | +4.2% |
| 30D | -5.4% | +9.7% | -15.0% | -6.9% |
| 3M | -17.9% | -2.0% | -15.9% | -17.8% |
| 6M | -24.1% | +5.4% | -29.5% | -25.1% |
| YTD | -27.4% | +5.9% | -33.4% | -28.7% |
| 1Y | -36.1% | +7.5% | -43.5% | -37.3% |
| 3Y | +35.4% | -12.4% | +47.8% | +36.8% |
| 5Y | -30.1% | -15.8% | -14.3% | -29.6% |
| 10Y | +15.8% | -54.1% | +69.9% | +12.4% |
| All | +15.8% | -54.7% | +70.6% | +12.4% |
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