+1.0%
GOOGL vs KHC
+6.0%
-5.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | -4.6% | +6.2% | +1.7% |
| 30D | -16.8% | +8.1% | -24.9% | -17.1% |
| 3M | -14.6% | 0.0% | -14.6% | -14.4% |
| 6M | -24.4% | +7.9% | -32.3% | -23.7% |
| YTD | -6.1% | +5.3% | -11.3% | -5.5% |
| 1Y | +1.0% | +5.1% | -4.1% | +1.5% |
| All | +1.0% | +6.0% | -5.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling