+15.7%
BABA vs KHC
-54.5%
+70.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | -7.8% | +8.8% | -16.6% | -9.1% |
| 3M | -22.4% | -1.2% | -21.2% | -22.3% |
| 6M | -26.0% | +4.6% | -30.6% | -26.9% |
| YTD | -29.3% | +5.1% | -34.4% | -30.4% |
| 1Y | -37.5% | +6.2% | -43.7% | -38.6% |
| 3Y | +31.9% | -12.9% | +44.8% | +33.4% |
| 5Y | -33.4% | -16.8% | -16.7% | -32.8% |
| 10Y | +15.7% | -52.4% | +68.1% | +8.2% |
| All | +15.7% | -54.5% | +70.2% | +8.2% |
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