-39.8%
BABA vs KHC
-13.3%
-26.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -13.8% | +2.0% | -15.8% | -14.0% |
| 30D | -15.1% | +10.6% | -25.7% | -16.0% |
| 3M | -22.7% | +0.5% | -23.3% | -22.8% |
| 6M | -34.7% | +12.1% | -46.7% | -35.8% |
| YTD | -35.0% | +8.9% | -43.9% | -36.0% |
| 1Y | -40.4% | +7.5% | -47.9% | -41.2% |
| 3Y | +21.9% | -10.7% | +32.6% | +23.3% |
| All | -39.8% | -13.3% | -26.5% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling