+281.3%
JNJ vs KHC
-41.6%
+322.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | +7.4% | -1.9% | +9.3% | +7.8% |
| 3M | +21.2% | +14.4% | +6.8% | +16.9% |
| 6M | +13.4% | +8.7% | +4.7% | +10.5% |
| YTD | +35.1% | +7.8% | +27.4% | +31.7% |
| 1Y | +57.4% | -1.5% | +59.0% | +56.8% |
| 3Y | +86.8% | -9.9% | +96.6% | +88.4% |
| 5Y | +80.8% | -10.7% | +91.5% | +81.1% |
| 10Y | +202.7% | -55.7% | +258.4% | +228.5% |
| All | +281.3% | -41.6% | +322.9% | +272.9% |
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 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