+275.4%
ORCL vs KHC
-51.7%
+327.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +10.4% | -3.3% | +13.7% | +11.1% |
| 30D | -11.2% | +9.1% | -20.4% | -13.2% |
| 3M | -16.8% | +1.4% | -18.2% | -17.4% |
| 6M | -31.5% | +8.4% | -39.8% | -33.6% |
| YTD | -33.9% | +6.2% | -40.1% | -36.0% |
| 1Y | -43.3% | +5.7% | -48.9% | -45.0% |
| 3Y | +16.5% | -12.0% | +28.5% | +15.8% |
| 5Y | +45.4% | -15.3% | +60.7% | +43.9% |
| All | +275.4% | -51.7% | +327.2% | +244.0% |
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