+97.7%
GOOG vs KHC
-13.3%
+111.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.1% |
| 7D | +3.0% | +2.0% | +1.0% | +2.9% |
| 30D | -14.9% | +10.6% | -25.5% | -15.3% |
| 3M | -14.9% | +0.5% | -15.4% | -14.9% |
| 6M | -26.6% | +12.1% | -38.7% | -26.9% |
| YTD | -6.6% | +8.9% | -15.5% | -6.9% |
| 1Y | +5.1% | +7.5% | -2.4% | +4.8% |
| 3Y | +121.0% | -10.7% | +131.7% | +120.8% |
| All | +97.7% | -13.3% | +111.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling