-50.4%
KHC vs ROKU
+883.2%
-933.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.1% | +1.5% | -1.5% | -0.1% |
| 3M | +8.3% | +25.7% | -17.4% | +8.2% |
| 6M | +5.0% | +54.5% | -49.5% | +4.7% |
| YTD | +8.0% | +43.2% | -35.2% | +7.7% |
| 1Y | -1.1% | +56.3% | -57.4% | -1.4% |
| 3Y | -10.7% | +86.1% | -96.8% | -11.5% |
| 5Y | -13.5% | -53.6% | +40.1% | -14.1% |
| All | -50.4% | +883.2% | -933.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling