+298.8%
KLAC vs KHC
-15.5%
+314.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.1% |
| 7D | +21.2% | -3.3% | +24.5% | +20.5% |
| 30D | -14.5% | +9.1% | -23.7% | -13.0% |
| 3M | -24.4% | +1.4% | -25.8% | -23.8% |
| 6M | -12.9% | +8.4% | -21.3% | -11.7% |
| YTD | +29.9% | +6.2% | +23.8% | +32.1% |
| 1Y | +31.9% | +5.7% | +26.2% | +34.1% |
| 3Y | +201.5% | -12.0% | +213.6% | +203.5% |
| All | +298.8% | -15.5% | +314.3% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling