+136.8%
IBM vs KHC
-41.6%
+178.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | +0.3% | -1.9% | +2.2% | +0.8% |
| 3M | -21.6% | +14.4% | -36.0% | -25.0% |
| 6M | -4.7% | +8.7% | -13.4% | -7.6% |
| YTD | -19.1% | +7.8% | -26.9% | -21.6% |
| 1Y | -2.5% | -1.5% | -1.0% | -3.0% |
| 3Y | +74.2% | -9.9% | +84.0% | +75.9% |
| 5Y | +113.1% | -10.7% | +123.9% | +113.0% |
| 10Y | +133.5% | -55.7% | +189.2% | +157.0% |
| All | +136.8% | -41.6% | +178.4% | +129.4% |
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