+1,036.6%
CIEN vs KHC
-43.0%
+1,079.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | -9.3% | -1.1% | -8.2% | -9.3% |
| 30D | -39.5% | +8.8% | -48.3% | -40.8% |
| 3M | -29.8% | -1.2% | -28.6% | -30.1% |
| 6M | -50.4% | +4.6% | -55.0% | -51.6% |
| YTD | +16.3% | +5.1% | +11.2% | +12.6% |
| 1Y | +30.4% | +6.2% | +24.1% | +25.7% |
| 3Y | +516.6% | -12.9% | +529.5% | +510.6% |
| 5Y | +349.8% | -16.8% | +366.5% | +345.7% |
| 10Y | +1,184.7% | -52.4% | +1,237.1% | +1,261.8% |
| All | +1,036.6% | -43.0% | +1,079.6% | +976.2% |
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 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