+16.0%
BABA vs KHC
-55.7%
+71.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.5% |
| 30D | -11.9% | -1.9% | -10.0% | -11.7% |
| 3M | -9.3% | +14.4% | -23.7% | -11.8% |
| 6M | -14.2% | +8.7% | -23.0% | -15.9% |
| YTD | -22.0% | +7.8% | -29.8% | -23.5% |
| 1Y | -12.7% | -1.5% | -11.2% | -13.1% |
| 3Y | +26.7% | -9.9% | +36.5% | +27.4% |
| 5Y | -29.3% | -10.7% | -18.6% | -29.7% |
| All | +16.0% | -55.7% | +71.7% | +23.0% |
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 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