-28.0%
ORCL vs KHC
-3.0%
-25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +2.3% |
| 7D | +5.3% | -3.3% | +8.6% | +4.2% |
| 30D | +10.0% | -3.4% | +13.4% | +8.7% |
| 3M | -32.6% | +12.6% | -45.2% | -29.6% |
| 6M | +4.9% | +7.0% | -2.1% | +8.7% |
| YTD | -17.8% | +6.1% | -23.8% | -14.5% |
| 1Y | -28.0% | -3.1% | -24.9% | -21.5% |
| All | -28.0% | -3.0% | -25.0% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling