+8.6%
MSFT vs KHC
+7.4%
+1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +7.5% | -2.0% | +9.6% | +7.3% |
| 30D | +1.9% | +9.7% | -7.8% | +2.6% |
| 3M | +9.2% | -2.0% | +11.3% | +9.4% |
| 6M | +31.9% | +5.4% | +26.4% | +30.5% |
| YTD | +13.4% | +5.9% | +7.5% | +11.7% |
| All | +8.6% | +7.4% | +1.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling