+138.2%
IBM vs KHC
-16.5%
+154.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.3% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | +11.1% | +12.0% | -0.9% | +8.3% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | +10.1% | +10.3% | -0.2% | +7.7% |
| YTD | -15.6% | +6.7% | -22.3% | -17.1% |
| 1Y | -19.5% | +10.9% | -30.4% | -21.7% |
| 3Y | +80.4% | -12.6% | +93.0% | +84.6% |
| All | +138.2% | -16.5% | +154.7% | +152.6% |
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