+2,876.0%
DELL vs KHC
-51.7%
+2,927.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | +17.1% | -3.3% | +20.4% | +17.7% |
| 30D | -35.1% | +9.1% | -44.2% | -36.4% |
| 3M | -23.3% | +1.4% | -24.7% | -23.9% |
| 6M | +55.8% | +8.4% | +47.5% | +51.1% |
| YTD | +198.0% | +6.2% | +191.8% | +189.6% |
| 1Y | +166.6% | +5.7% | +160.9% | +159.2% |
| 3Y | +427.6% | -12.0% | +439.7% | +422.9% |
| 5Y | +630.6% | -15.3% | +646.0% | +623.3% |
| All | +2,876.0% | -51.7% | +2,927.7% | +2,597.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling