+755.6%
GOOGL vs KHC
-54.1%
+809.6%
-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 | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -1.4% | +1.9% | -3.3% | -1.8% |
| 3M | -5.3% | +3.2% | -8.5% | -6.1% |
| 6M | +9.8% | +10.0% | -0.2% | +7.3% |
| YTD | +8.4% | +6.7% | +1.7% | +6.3% |
| 1Y | +41.2% | -0.9% | +42.1% | +40.5% |
| 3Y | +149.6% | -13.6% | +163.1% | +152.2% |
| 5Y | +142.6% | -12.8% | +155.4% | +140.8% |
| All | +755.6% | -54.1% | +809.6% | +801.1% |
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 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