+87.4%
CSCO vs KHC
-14.7%
+102.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.6% |
| 7D | -10.2% | +1.1% | -11.3% | -10.3% |
| 30D | -20.1% | +12.0% | -32.0% | -21.3% |
| 3M | -22.1% | +0.2% | -22.2% | -22.2% |
| 6M | +3.2% | +10.3% | -7.2% | +0.9% |
| YTD | +24.1% | +6.7% | +17.4% | +21.9% |
| 1Y | +34.6% | +10.9% | +23.7% | +31.0% |
| 3Y | +90.0% | -12.6% | +102.6% | +92.5% |
| All | +87.4% | -14.7% | +102.1% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling