+71.4%
MSFT vs KHC
-10.2%
+81.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.4% | -2.2% | +0.8% | -1.4% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +20.2% | +8.3% | +11.8% | +19.5% |
| 6M | +21.3% | +5.0% | +16.3% | +20.7% |
| YTD | +2.8% | +8.0% | -5.2% | +2.2% |
| 1Y | 0.0% | -1.1% | +1.1% | -0.3% |
| 3Y | +51.2% | -10.7% | +61.9% | +49.5% |
| 5Y | +71.4% | -13.5% | +85.0% | +74.9% |
| All | +71.4% | -10.2% | +81.7% | +74.9% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling