+1,195.0%
GOOG vs KHC
-41.4%
+1,236.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -7.1% | +8.3% | -15.4% | -9.0% |
| 6M | +12.7% | +5.0% | +7.7% | +11.0% |
| YTD | +7.1% | +8.0% | -0.9% | +4.5% |
| 1Y | +43.6% | -1.1% | +44.7% | +42.8% |
| 3Y | +146.8% | -10.7% | +157.5% | +147.3% |
| 5Y | +133.7% | -13.5% | +147.2% | +132.4% |
| 10Y | +773.3% | -55.4% | +828.7% | +908.7% |
| All | +1,195.0% | -41.4% | +1,236.5% | +1,159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling