+83.4%
JNJ vs KHC
-14.0%
+97.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.3% | -2.5% | -1.8% | -3.8% |
| 30D | +3.0% | +0.5% | +2.5% | +2.8% |
| 3M | +12.2% | +3.0% | +9.2% | +11.2% |
| 6M | +10.5% | +6.6% | +3.8% | +8.4% |
| YTD | +30.8% | +5.8% | +25.0% | +28.3% |
| 1Y | +54.9% | -2.2% | +57.1% | +54.8% |
| 3Y | +80.7% | -12.5% | +93.2% | +83.4% |
| 5Y | +83.4% | -13.6% | +97.0% | +86.2% |
| All | +83.4% | -14.0% | +97.4% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling