+108.1%
CSCO vs KHC
-10.5%
+118.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -10.1% | -1.9% | -8.2% | -10.0% |
| 3M | -15.7% | +14.4% | -30.1% | -17.0% |
| 6M | +36.3% | +8.7% | +27.6% | +34.9% |
| YTD | +43.8% | +7.8% | +36.1% | +42.6% |
| 1Y | +63.9% | -1.5% | +65.5% | +64.4% |
| All | +108.1% | -10.5% | +118.6% | +112.7% |
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