-51.0%
KHC vs ROKU
+880.6%
-931.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.9% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +1.9% | +2.1% | -0.2% | +1.9% |
| 3M | +3.2% | +29.5% | -26.3% | +3.0% |
| 6M | +10.0% | +53.8% | -43.8% | +9.7% |
| YTD | +6.7% | +42.8% | -36.1% | +6.4% |
| 1Y | -0.9% | +60.7% | -61.6% | -1.2% |
| 3Y | -13.6% | +83.9% | -97.4% | -14.3% |
| 5Y | -12.8% | -52.8% | +40.0% | -13.4% |
| All | -51.0% | +880.6% | -931.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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