-7.0%
IBM vs KHC
-2.0%
-5.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | -16.8% | +8.3% | -25.1% | -16.6% |
| 6M | -9.0% | +5.0% | -14.0% | -9.4% |
| YTD | -20.1% | +8.0% | -28.0% | -19.6% |
| 1Y | -7.0% | -1.1% | -5.9% | -6.9% |
| All | -7.0% | -2.0% | -5.0% | -6.9% |
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