+913.4%
MSFT vs KHC
-51.7%
+965.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | -3.8% | +9.1% | -12.9% | -5.7% |
| 3M | +6.4% | +1.4% | +5.0% | +5.8% |
| 6M | +28.8% | +8.4% | +20.4% | +25.4% |
| YTD | +8.8% | +6.2% | +2.7% | +6.1% |
| 1Y | +3.2% | +5.7% | -2.5% | +0.6% |
| 3Y | +44.8% | -12.0% | +56.8% | +44.7% |
| 5Y | +61.8% | -15.3% | +77.2% | +61.1% |
| All | +913.4% | -51.7% | +965.1% | +849.0% |
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