+667.4%
NFLX vs KHC
-54.5%
+721.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -8.1% | -2.5% | -5.5% | -7.7% |
| 30D | +1.6% | +0.5% | +1.1% | +1.6% |
| 3M | -7.3% | +3.0% | -10.3% | -7.7% |
| 6M | -21.6% | +6.6% | -28.2% | -22.3% |
| YTD | -18.9% | +5.8% | -24.7% | -19.7% |
| 1Y | -39.1% | -2.2% | -36.9% | -39.1% |
| 3Y | +71.7% | -12.5% | +84.2% | +72.0% |
| 5Y | +27.0% | -13.6% | +40.5% | +26.0% |
| All | +667.4% | -54.5% | +721.9% | +729.2% |
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