+1,152.4%
GOOGL vs KHC
-41.6%
+1,194.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -6.6% | -1.9% | -4.7% | -6.2% |
| 3M | -8.9% | +14.4% | -23.3% | -12.0% |
| 6M | +11.9% | +8.7% | +3.2% | +9.3% |
| YTD | +8.3% | +7.8% | +0.6% | +5.8% |
| 1Y | +46.2% | -1.5% | +47.7% | +45.6% |
| 3Y | +151.9% | -9.9% | +161.7% | +151.7% |
| 5Y | +137.7% | -10.7% | +148.4% | +133.9% |
| 10Y | +757.6% | -55.7% | +813.3% | +895.2% |
| All | +1,152.4% | -41.6% | +1,194.0% | +1,120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling