+121.2%
INTC vs KHC
-52.1%
+173.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +7.3% | -4.6% | +11.9% | +8.4% |
| 30D | -38.3% | +8.1% | -46.4% | -40.1% |
| 3M | -36.0% | 0.0% | -36.1% | -36.7% |
| 6M | -51.7% | +7.9% | -59.6% | -53.9% |
| YTD | +69.4% | +5.3% | +64.1% | +61.4% |
| 1Y | +65.0% | +5.1% | +59.9% | +57.2% |
| 3Y | +63.0% | -12.8% | +75.8% | +63.2% |
| 5Y | +33.4% | -16.2% | +49.6% | +33.1% |
| 10Y | +121.2% | -52.3% | +173.5% | +105.2% |
| All | +121.2% | -52.1% | +173.3% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling