+97.5%
CSCO vs KHC
-9.8%
+107.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.8% | -6.3% |
| 7D | +1.9% | +2.0% | -0.1% | +1.9% |
| 30D | -15.8% | +10.6% | -26.5% | -16.1% |
| 3M | -15.4% | +0.5% | -15.9% | -15.2% |
| 6M | -5.4% | +12.1% | -17.5% | -6.4% |
| YTD | +26.5% | +8.9% | +17.6% | +25.5% |
| 1Y | +25.9% | +7.5% | +18.4% | +25.2% |
| 3Y | +97.5% | -10.7% | +108.3% | +97.4% |
| All | +97.5% | -9.8% | +107.3% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling