+94.7%
CSCO vs KHC
-12.4%
+107.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.9% |
| 7D | -10.2% | +1.1% | -11.3% | -10.2% |
| 30D | -20.1% | +12.0% | -32.0% | -20.4% |
| 3M | -22.1% | +0.2% | -22.2% | -21.9% |
| 6M | +3.2% | +10.3% | -7.2% | +2.0% |
| YTD | +24.1% | +6.7% | +17.4% | +23.2% |
| 1Y | +34.6% | +10.9% | +23.7% | +32.8% |
| All | +94.7% | -12.4% | +107.1% | +104.5% |
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