+9.2%
KHC vs JOBY
-37.2%
+46.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -2.2% | +2.2% | -4.5% | -2.2% |
| 30D | -0.1% | -20.8% | +20.7% | -0.1% |
| 3M | +8.3% | -29.5% | +37.8% | +8.4% |
| 6M | +5.0% | -28.4% | +33.3% | +5.0% |
| YTD | +8.0% | -48.2% | +56.2% | +8.1% |
| 1Y | -1.1% | -49.1% | +48.0% | -1.0% |
| 3Y | -10.7% | -6.3% | -4.4% | -11.2% |
| 5Y | -13.5% | -27.2% | +13.7% | -13.6% |
| All | +9.2% | -37.2% | +46.4% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling