+147.0%
IBM vs KHC
-42.1%
+189.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | 0.0% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | +11.1% | +12.0% | -0.9% | +7.1% |
| 3M | +5.7% | +0.2% | +5.5% | +5.3% |
| 6M | +10.1% | +10.3% | -0.2% | +6.2% |
| YTD | -15.6% | +6.7% | -22.3% | -18.2% |
| 1Y | -19.5% | +10.9% | -30.4% | -23.0% |
| 3Y | +80.4% | -12.6% | +93.0% | +84.0% |
| 5Y | +140.0% | -16.3% | +156.3% | +144.7% |
| 10Y | +155.0% | -53.2% | +208.2% | +173.8% |
| All | +147.0% | -42.1% | +189.2% | +139.4% |
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