+576.2%
NFLX vs KHC
-42.6%
+618.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +2.6% | -2.0% | +4.6% | +3.0% |
| 30D | -9.0% | +9.7% | -18.7% | -10.6% |
| 3M | -13.7% | -2.0% | -11.7% | -13.4% |
| 6M | -26.9% | +5.4% | -32.3% | -27.6% |
| YTD | -31.8% | +5.9% | -37.7% | -32.6% |
| 1Y | -42.1% | +7.5% | -49.5% | -42.9% |
| 3Y | +47.0% | -12.4% | +59.4% | +47.5% |
| 5Y | -2.5% | -15.8% | +13.3% | -2.7% |
| 10Y | +423.4% | -54.1% | +477.4% | +520.4% |
| All | +576.2% | -42.6% | +618.8% | +566.7% |
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 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