+135.0%
GOOG vs KHC
-14.0%
+149.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | -3.6% | +0.5% | -4.1% | -3.7% |
| 3M | -6.4% | +3.0% | -9.5% | -6.5% |
| 6M | +7.8% | +6.6% | +1.1% | +7.5% |
| YTD | +5.5% | +5.8% | -0.3% | +5.3% |
| 1Y | +38.3% | -2.2% | +40.5% | +38.5% |
| 3Y | +143.1% | -12.5% | +155.6% | +142.8% |
| 5Y | +135.0% | -13.6% | +148.6% | +138.1% |
| All | +135.0% | -14.0% | +149.0% | +138.1% |
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