+1,211.1%
MSFT vs KHC
-41.6%
+1,252.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | +2.7% | -1.9% | +4.6% | +3.1% |
| 3M | +17.0% | +14.4% | +2.6% | +12.4% |
| 6M | +23.8% | +8.7% | +15.1% | +20.2% |
| YTD | +4.0% | +7.8% | -3.8% | +1.0% |
| 1Y | -0.8% | -1.5% | +0.7% | -1.5% |
| 3Y | +55.6% | -9.9% | +65.5% | +54.6% |
| 5Y | +72.9% | -10.7% | +83.6% | +69.2% |
| 10Y | +875.8% | -55.7% | +931.5% | +986.3% |
| All | +1,211.1% | -41.6% | +1,252.7% | +1,151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling