+379.6%
META vs KHC
-55.7%
+435.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | -1.8% | +8.5% | +7.0% |
| 30D | +4.8% | -1.9% | +6.6% | +5.0% |
| 3M | -1.6% | +14.4% | -16.0% | -4.0% |
| 6M | -7.5% | +8.7% | -16.2% | -9.1% |
| YTD | -6.4% | +7.8% | -14.2% | -8.1% |
| 1Y | -17.3% | -1.5% | -15.8% | -17.5% |
| 3Y | +109.9% | -9.9% | +119.8% | +108.8% |
| 5Y | +65.4% | -10.7% | +76.1% | +62.0% |
| All | +379.6% | -55.7% | +435.3% | +388.7% |
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