+55.0%
MSFT vs KHC
-10.5%
+65.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.8% |
| 30D | +2.7% | -1.9% | +4.6% | +2.6% |
| 3M | +17.0% | +14.4% | +2.6% | +17.2% |
| 6M | +23.8% | +8.7% | +15.1% | +23.9% |
| YTD | +4.0% | +7.8% | -3.8% | +4.0% |
| 1Y | -0.8% | -1.5% | +0.7% | -1.2% |
| All | +55.0% | -10.5% | +65.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling