+404.3%
META vs KHC
-53.9%
+458.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -15.4% | +12.0% | -27.4% | -17.2% |
| 3M | +3.5% | +0.2% | +3.3% | +3.2% |
| 6M | -0.3% | +10.3% | -10.6% | -2.3% |
| YTD | -7.3% | +6.7% | -14.1% | -9.0% |
| 1Y | -1.1% | +10.9% | -11.9% | -3.6% |
| 3Y | +95.1% | -12.6% | +107.7% | +95.3% |
| 5Y | +80.6% | -16.3% | +96.9% | +79.9% |
| All | +404.3% | -53.9% | +458.2% | +393.6% |
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