+462.9%
META vs KHC
-50.5%
+513.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.5% |
| 7D | +5.2% | +2.0% | +3.1% | +4.8% |
| 30D | -13.0% | +10.6% | -23.6% | -14.6% |
| 3M | +7.9% | +0.5% | +7.4% | +7.6% |
| 6M | +4.2% | +12.1% | -7.8% | +1.9% |
| YTD | -2.5% | +8.9% | -11.4% | -4.6% |
| 1Y | +5.6% | +7.5% | -1.9% | +3.6% |
| 3Y | +96.8% | -10.7% | +107.5% | +96.3% |
| 5Y | +90.0% | -13.2% | +103.2% | +87.9% |
| All | +462.9% | -50.5% | +513.4% | +419.0% |
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