+93.4%
META vs KHC
-10.2%
+103.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -3.1% | +5.9% | -9.1% | -2.5% |
| 30D | -18.1% | +14.9% | -33.0% | -16.9% |
| 3M | +2.9% | 0.0% | +2.9% | +3.2% |
| 6M | +0.2% | +16.2% | -16.0% | +3.0% |
| YTD | -8.1% | +9.8% | -17.9% | -6.1% |
| 1Y | -4.5% | +12.1% | -16.6% | -2.1% |
| All | +93.4% | -10.2% | +103.7% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling