+727.4%
NFLX vs KHC
-41.6%
+769.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.2% |
| 7D | -4.2% | -1.8% | -2.5% | -3.9% |
| 30D | +5.5% | -1.9% | +7.3% | +5.8% |
| 3M | -4.1% | +14.4% | -18.5% | -6.3% |
| 6M | -20.7% | +8.7% | -29.4% | -21.9% |
| YTD | -16.5% | +7.8% | -24.3% | -17.8% |
| 1Y | -37.8% | -1.5% | -36.3% | -37.8% |
| 3Y | +77.9% | -9.9% | +87.7% | +77.4% |
| 5Y | +32.5% | -10.7% | +43.2% | +30.4% |
| 10Y | +703.6% | -55.7% | +759.3% | +878.8% |
| All | +727.4% | -41.6% | +769.0% | +713.3% |
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