+4.6%
CMCSA vs KHC
-55.4%
+60.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.2% |
| 7D | -8.3% | -4.8% | -3.5% | -6.9% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | +4.5% | +6.7% | -2.2% | +2.4% |
| 6M | -18.8% | +4.2% | -22.9% | -19.9% |
| YTD | -8.9% | +6.7% | -15.7% | -11.1% |
| 1Y | -18.3% | -1.4% | -16.9% | -18.4% |
| 3Y | -35.0% | -11.8% | -23.2% | -33.6% |
| 5Y | -48.2% | -13.4% | -34.8% | -47.4% |
| 10Y | +4.6% | -54.3% | +58.8% | +10.9% |
| All | +4.6% | -55.4% | +60.0% | +10.9% |
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