+4.5%
GOOGL vs KHC
+5.9%
-1.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +5.7% | -3.3% | +9.0% | +5.8% |
| 30D | -15.6% | +9.1% | -24.7% | -16.0% |
| 3M | -13.0% | +1.4% | -14.4% | -12.9% |
| 6M | -22.8% | +8.4% | -31.1% | -22.1% |
| YTD | -4.4% | +6.2% | -10.6% | -3.8% |
| 1Y | +4.5% | +5.7% | -1.2% | +4.9% |
| All | +4.5% | +5.9% | -1.5% | +4.9% |
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 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