+152.8%
JPM vs KHC
-10.2%
+163.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +14.1% | +8.3% | +5.8% | +12.4% |
| 6M | +23.3% | +5.0% | +18.3% | +21.9% |
| YTD | +11.3% | +8.0% | +3.3% | +9.3% |
| 1Y | +23.0% | -1.1% | +24.1% | +22.8% |
| 3Y | +162.6% | -10.7% | +173.3% | +164.4% |
| 5Y | +152.8% | -13.5% | +166.3% | +155.9% |
| All | +152.8% | -10.2% | +163.0% | +155.9% |
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 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