+452.9%
NFLX vs KHC
-51.7%
+504.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.0% |
| 7D | -4.4% | -3.3% | -1.1% | -3.9% |
| 30D | -11.0% | +9.1% | -20.2% | -12.2% |
| 3M | -15.5% | +1.4% | -16.9% | -15.7% |
| 6M | -28.5% | +8.4% | -36.8% | -29.3% |
| YTD | -33.1% | +6.2% | -39.3% | -33.8% |
| 1Y | -45.8% | +5.7% | -51.5% | -46.3% |
| 3Y | +40.2% | -12.0% | +52.2% | +40.4% |
| 5Y | -8.2% | -15.3% | +7.2% | -8.4% |
| All | +452.9% | -51.7% | +504.6% | +467.9% |
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