+114.0%
CSCO vs KHC
-10.2%
+124.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -11.7% | +8.3% | -20.1% | -13.3% |
| 6M | +40.1% | +5.0% | +35.1% | +38.3% |
| YTD | +43.8% | +8.0% | +35.8% | +41.0% |
| 1Y | +66.6% | -1.1% | +67.7% | +66.3% |
| 3Y | +108.5% | -10.7% | +119.2% | +109.9% |
| 5Y | +114.0% | -13.5% | +127.5% | +114.7% |
| All | +114.0% | -10.2% | +124.2% | +114.7% |
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 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