+51.2%
JNJ vs KHC
+11.6%
+39.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | +0.1% | +3.1% |
| 7D | +1.9% | +6.6% | -4.7% | +0.7% |
| 30D | +9.2% | +16.5% | -7.2% | +6.3% |
| 3M | +8.9% | -3.0% | +11.9% | +9.0% |
| 6M | +24.6% | +17.4% | +7.2% | +21.8% |
| YTD | +35.7% | +10.3% | +25.3% | +33.7% |
| 1Y | +51.2% | +12.5% | +38.7% | +49.9% |
| All | +51.2% | +11.6% | +39.6% | +49.9% |
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