+963.4%
GOOGL vs KHC
-43.0%
+1,006.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +2.6% | -1.1% | +3.8% | +2.9% |
| 30D | -18.3% | +8.8% | -27.1% | -20.0% |
| 3M | -19.6% | -1.2% | -18.4% | -19.6% |
| 6M | -28.2% | +4.6% | -32.9% | -29.3% |
| YTD | -8.0% | +5.1% | -13.1% | -9.9% |
| 1Y | -0.7% | +6.2% | -6.9% | -3.0% |
| 3Y | +118.8% | -12.9% | +131.7% | +120.4% |
| 5Y | +98.9% | -16.8% | +115.6% | +99.4% |
| 10Y | +643.6% | -52.4% | +696.0% | +724.9% |
| All | +963.4% | -43.0% | +1,006.4% | +939.3% |
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