+43.1%
BABA vs KHC
-40.5%
+83.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +8.6% | +5.9% | +2.6% | +7.4% |
| 30D | -1.1% | +14.9% | -16.0% | -3.8% |
| 3M | -15.9% | 0.0% | -15.9% | -16.1% |
| 6M | -17.5% | +16.2% | -33.7% | -20.4% |
| YTD | -25.6% | +9.8% | -35.4% | -27.5% |
| 1Y | -33.8% | +12.1% | -45.9% | -35.9% |
| 3Y | +34.6% | -10.1% | +44.7% | +35.5% |
| 5Y | -27.7% | -13.9% | -13.8% | -27.4% |
| 10Y | +17.7% | -51.9% | +69.6% | +28.1% |
| All | +43.1% | -40.5% | +83.6% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling