+105.9%
GILD vs KHC
-12.1%
+118.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | +5.8% | +1.9% | +3.9% | +5.2% |
| 3M | +14.9% | +3.2% | +11.7% | +14.0% |
| 6M | -0.4% | +10.0% | -10.3% | -2.7% |
| YTD | +18.5% | +6.7% | +11.8% | +16.3% |
| 1Y | +25.1% | -0.9% | +26.0% | +25.3% |
| 3Y | +105.9% | -13.6% | +119.4% | +111.9% |
| All | +105.9% | -12.1% | +118.0% | +111.9% |
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 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