+481.0%
JPM vs KHC
-52.1%
+533.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -4.6% | +2.1% | -1.1% |
| 30D | +2.7% | +8.1% | -5.4% | +0.2% |
| 3M | -4.7% | 0.0% | -4.7% | -5.0% |
| 6M | +15.6% | +7.9% | +7.6% | +11.8% |
| YTD | +8.6% | +5.3% | +3.4% | +5.3% |
| 1Y | +10.9% | +5.1% | +5.8% | +7.5% |
| 3Y | +149.9% | -12.8% | +162.7% | +153.1% |
| 5Y | +131.9% | -16.2% | +148.1% | +134.0% |
| 10Y | +481.0% | -52.3% | +533.3% | +447.7% |
| All | +481.0% | -52.1% | +533.1% | +447.7% |
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 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