+592.1%
JPM vs KHC
-55.4%
+647.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -0.4% | -4.8% | +4.4% | +1.0% |
| 30D | -1.4% | +0.3% | -1.7% | -1.6% |
| 3M | +13.9% | +6.7% | +7.2% | +11.0% |
| 6M | +23.5% | +4.2% | +19.4% | +20.9% |
| YTD | +11.6% | +6.7% | +4.9% | +8.0% |
| 1Y | +21.4% | -1.4% | +22.8% | +20.2% |
| 3Y | +163.4% | -11.8% | +175.2% | +165.8% |
| 5Y | +152.5% | -13.4% | +165.9% | +152.2% |
| 10Y | +592.1% | -54.3% | +646.4% | +512.5% |
| All | +592.1% | -55.4% | +647.6% | +512.5% |
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