+45.4%
GILD vs KHC
+11.6%
+33.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.4% |
| 7D | +9.6% | +6.6% | +3.0% | +8.3% |
| 30D | +20.6% | +16.5% | +4.2% | +17.5% |
| 3M | +29.7% | -3.0% | +32.7% | +29.6% |
| 6M | +33.1% | +17.4% | +15.7% | +31.2% |
| YTD | +44.7% | +10.3% | +34.4% | +43.6% |
| 1Y | +45.4% | +12.5% | +32.9% | +44.2% |
| All | +45.4% | +11.6% | +33.7% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling