+221.6%
JNJ vs KHC
-50.5%
+272.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +3.5% | +2.0% | +1.4% | +2.9% |
| 30D | +12.5% | +10.6% | +1.9% | +9.7% |
| 3M | +9.6% | +0.5% | +9.1% | +9.2% |
| 6M | +25.3% | +12.1% | +13.3% | +21.4% |
| YTD | +40.3% | +8.9% | +31.4% | +36.3% |
| 1Y | +49.6% | +7.5% | +42.2% | +45.8% |
| 3Y | +110.8% | -10.7% | +121.5% | +113.1% |
| 5Y | +99.1% | -13.2% | +112.3% | +100.8% |
| All | +221.6% | -50.5% | +272.1% | +221.4% |
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 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