+702.3%
GOOG vs KHC
-50.5%
+752.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.5% |
| 7D | +3.0% | +2.0% | +1.0% | +2.6% |
| 30D | -14.9% | +10.6% | -25.5% | -16.7% |
| 3M | -14.9% | +0.5% | -15.4% | -15.2% |
| 6M | -26.6% | +12.1% | -38.7% | -28.6% |
| YTD | -6.6% | +8.9% | -15.5% | -8.9% |
| 1Y | +5.1% | +7.5% | -2.4% | +2.7% |
| 3Y | +121.0% | -10.7% | +131.7% | +121.5% |
| 5Y | +97.3% | -13.2% | +110.5% | +96.2% |
| All | +702.3% | -50.5% | +752.8% | +679.9% |
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