+568.9%
NFLX vs KHC
-43.0%
+611.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -0.3% | -1.1% | +0.9% | 0.0% |
| 30D | -10.0% | +8.8% | -18.9% | -11.4% |
| 3M | -17.1% | -1.2% | -15.9% | -16.9% |
| 6M | -27.7% | +4.6% | -32.3% | -28.3% |
| YTD | -32.5% | +5.1% | -37.7% | -33.3% |
| 1Y | -43.5% | +6.2% | -49.8% | -44.3% |
| 3Y | +41.4% | -12.9% | +54.3% | +42.1% |
| 5Y | -2.2% | -16.8% | +14.6% | -2.2% |
| 10Y | +448.1% | -52.4% | +500.5% | +533.7% |
| All | +568.9% | -43.0% | +611.9% | +560.4% |
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