+613.1%
JPM vs KHC
-41.6%
+654.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | -1.8% | +2.0% | +0.8% |
| 30D | -0.2% | -1.9% | +1.7% | +0.3% |
| 3M | +15.9% | +14.4% | +1.5% | +10.2% |
| 6M | +20.9% | +8.7% | +12.2% | +16.5% |
| YTD | +12.9% | +7.8% | +5.1% | +8.7% |
| 1Y | +20.3% | -1.5% | +21.8% | +19.2% |
| 3Y | +160.9% | -9.9% | +170.8% | +161.3% |
| 5Y | +154.8% | -10.7% | +165.6% | +151.4% |
| 10Y | +591.1% | -55.7% | +646.8% | +616.4% |
| All | +613.1% | -41.6% | +654.7% | +542.2% |
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