+597.7%
META vs KHC
-40.5%
+638.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.1% | +5.9% | -9.1% | -4.2% |
| 30D | -18.1% | +14.9% | -33.0% | -20.5% |
| 3M | +2.9% | 0.0% | +2.9% | +2.6% |
| 6M | +0.2% | +16.2% | -16.0% | -3.2% |
| YTD | -8.1% | +9.8% | -17.9% | -10.5% |
| 1Y | -4.5% | +12.1% | -16.6% | -7.5% |
| 3Y | +94.2% | -10.1% | +104.2% | +93.3% |
| 5Y | +79.1% | -13.9% | +92.9% | +77.2% |
| 10Y | +405.9% | -51.9% | +457.8% | +448.2% |
| All | +597.7% | -40.5% | +638.2% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling