+700.7%
GOOGL vs KHC
-51.7%
+752.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +5.7% | -3.3% | +9.0% | +6.4% |
| 30D | -15.6% | +9.1% | -24.7% | -17.2% |
| 3M | -13.0% | +1.4% | -14.4% | -13.5% |
| 6M | -22.8% | +8.4% | -31.1% | -24.3% |
| YTD | -4.4% | +6.2% | -10.6% | -6.2% |
| 1Y | +4.5% | +5.7% | -1.2% | +2.5% |
| 3Y | +127.4% | -12.0% | +139.5% | +128.6% |
| 5Y | +102.8% | -15.3% | +118.2% | +102.7% |
| All | +700.7% | -51.7% | +752.4% | +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