+377.3%
CSCO vs KHC
-55.4%
+432.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +1.4% |
| 30D | -10.7% | +0.3% | -11.0% | -11.0% |
| 3M | -8.7% | +6.7% | -15.5% | -11.2% |
| 6M | +44.9% | +4.2% | +40.7% | +41.5% |
| YTD | +44.1% | +6.7% | +37.4% | +39.4% |
| 1Y | +65.9% | -1.4% | +67.3% | +64.2% |
| 3Y | +109.0% | -11.8% | +120.8% | +110.5% |
| 5Y | +114.8% | -13.4% | +128.1% | +114.8% |
| 10Y | +377.3% | -54.3% | +431.6% | +370.1% |
| All | +377.3% | -55.4% | +432.8% | +370.1% |
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 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