+2,838.9%
KLAC vs KHC
-54.5%
+2,893.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | +2.5% | -2.5% | +5.0% | +3.1% |
| 30D | -11.5% | +0.5% | -12.0% | -11.8% |
| 3M | -16.9% | +3.0% | -20.0% | -18.6% |
| 6M | +22.2% | +6.6% | +15.6% | +18.3% |
| YTD | +46.4% | +5.8% | +40.6% | +41.2% |
| 1Y | +91.0% | -2.2% | +93.2% | +88.2% |
| 3Y | +264.6% | -12.5% | +277.1% | +262.0% |
| 5Y | +430.6% | -13.6% | +444.2% | +414.3% |
| All | +2,838.9% | -54.5% | +2,893.4% | +2,800.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling