+288.5%
JNJ vs KHC
-42.9%
+331.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.5% | -4.6% | +6.1% | +2.7% |
| 30D | +6.3% | +8.1% | -1.8% | +4.2% |
| 3M | +8.5% | 0.0% | +8.4% | +8.2% |
| 6M | +28.0% | +7.9% | +20.1% | +25.1% |
| YTD | +37.7% | +5.3% | +32.4% | +34.8% |
| 1Y | +47.9% | +5.1% | +42.8% | +44.9% |
| 3Y | +107.4% | -12.8% | +120.2% | +110.9% |
| 5Y | +97.7% | -16.2% | +113.9% | +101.2% |
| 10Y | +210.7% | -52.3% | +262.9% | +228.8% |
| All | +288.5% | -42.9% | +331.4% | +281.7% |
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