+5.4%
CMCSA vs KHC
-52.1%
+57.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -4.6% | +5.3% | +2.2% |
| 30D | +21.0% | +8.1% | +12.9% | +18.1% |
| 3M | -0.9% | 0.0% | -1.0% | -1.0% |
| 6M | +2.9% | +7.9% | -5.0% | +0.5% |
| YTD | -5.9% | +5.3% | -11.2% | -7.8% |
| 1Y | +2.5% | +5.1% | -2.7% | +0.4% |
| 3Y | -28.3% | -12.8% | -15.5% | -26.4% |
| 5Y | -40.8% | -16.2% | -24.6% | -39.3% |
| 10Y | +5.4% | -52.3% | +57.7% | +12.7% |
| All | +5.4% | -52.1% | +57.5% | +12.7% |
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 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