+138.3%
GOOGL vs KHC
-14.0%
+152.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.7% |
| 30D | -3.2% | +0.5% | -3.7% | -3.2% |
| 3M | -6.6% | +3.0% | -9.6% | -6.7% |
| 6M | +8.5% | +6.6% | +1.8% | +8.2% |
| YTD | +6.5% | +5.8% | +0.7% | +6.3% |
| 1Y | +39.4% | -2.2% | +41.6% | +39.7% |
| 3Y | +146.2% | -12.5% | +158.7% | +145.9% |
| 5Y | +138.3% | -13.6% | +151.9% | +141.5% |
| All | +138.3% | -14.0% | +152.3% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling