+3.6%
GOOG vs KHC
+11.6%
-8.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.5% | +3.2% |
| 7D | -10.7% | +6.6% | -17.4% | -10.8% |
| 30D | -16.4% | +16.5% | -32.9% | -16.8% |
| 3M | -23.4% | -3.0% | -20.4% | -23.0% |
| 6M | -24.2% | +17.4% | -41.6% | -23.1% |
| YTD | -8.3% | +10.3% | -18.6% | -7.7% |
| 1Y | +3.6% | +12.5% | -8.9% | +5.8% |
| All | +3.6% | +11.6% | -8.0% | +5.8% |
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 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