+20.1%
CMCSA vs KHC
-41.6%
+61.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | +7.0% | -1.9% | +8.9% | +7.6% |
| 3M | +15.1% | +14.4% | +0.7% | +10.3% |
| 6M | -15.4% | +8.7% | -24.1% | -17.7% |
| YTD | -1.9% | +7.8% | -9.7% | -4.6% |
| 1Y | -12.7% | -1.5% | -11.2% | -12.8% |
| 3Y | -31.0% | -9.9% | -21.1% | -30.0% |
| 5Y | -46.1% | -10.7% | -35.4% | -45.9% |
| 10Y | +10.8% | -55.7% | +66.5% | +25.4% |
| All | +20.1% | -41.6% | +61.7% | +19.6% |
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