-13.6%
KHC vs JOBY
-33.6%
+20.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -2.5% | -8.2% | +5.6% | -2.5% |
| 30D | +0.5% | -25.1% | +25.6% | +0.5% |
| 3M | +3.0% | -28.8% | +31.8% | +3.0% |
| 6M | +6.6% | -36.1% | +42.8% | +6.6% |
| YTD | +5.8% | -52.2% | +58.0% | +5.7% |
| 1Y | -2.2% | -52.4% | +50.2% | -2.3% |
| 3Y | -12.5% | -13.6% | +1.0% | -12.8% |
| 5Y | -13.6% | -32.2% | +18.6% | -11.5% |
| All | -13.6% | -33.6% | +20.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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