+868.6%
MSFT vs KHC
-55.7%
+924.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | +20.2% | +8.3% | +11.8% | +17.4% |
| 6M | +21.3% | +5.0% | +16.3% | +19.1% |
| YTD | +2.8% | +8.0% | -5.2% | 0.0% |
| 1Y | 0.0% | -1.1% | +1.1% | -0.8% |
| 3Y | +51.2% | -10.7% | +61.9% | +50.8% |
| 5Y | +71.4% | -13.5% | +85.0% | +69.9% |
| 10Y | +868.6% | -55.4% | +924.0% | +898.3% |
| All | +868.6% | -55.7% | +924.3% | +898.3% |
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