+140.7%
GOOG vs KHC
-12.1%
+152.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -1.6% | -4.8% | +3.2% | -1.4% |
| 30D | -7.7% | +0.3% | -8.0% | -7.7% |
| 3M | -9.3% | +6.7% | -16.0% | -9.3% |
| 6M | +7.4% | +4.2% | +3.3% | +7.5% |
| YTD | +4.9% | +6.7% | -1.9% | +5.0% |
| 1Y | +37.2% | -1.4% | +38.6% | +37.6% |
| All | +140.7% | -12.1% | +152.7% | +137.6% |
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