-15.9%
CMCSA vs KHC
-2.1%
-13.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -5.6% | -2.5% | -3.0% | -4.7% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | +6.4% | +3.0% | +3.4% | +6.1% |
| 6M | -16.9% | +6.6% | -23.6% | -18.1% |
| YTD | -6.8% | +5.8% | -12.6% | -7.9% |
| 1Y | -15.9% | -2.2% | -13.7% | -17.1% |
| All | -15.9% | -2.1% | -13.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling