+246.0%
ORCL vs KHC
-54.5%
+300.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | -16.6% | +8.8% | -25.4% | -18.4% |
| 3M | -21.6% | -1.2% | -20.4% | -21.8% |
| 6M | -39.4% | +4.6% | -44.0% | -40.7% |
| YTD | -38.7% | +5.1% | -43.8% | -40.4% |
| 1Y | -50.4% | +6.2% | -56.6% | -52.0% |
| 3Y | +8.1% | -12.9% | +21.0% | +7.7% |
| 5Y | +34.5% | -16.8% | +51.3% | +33.8% |
| 10Y | +246.0% | -52.4% | +298.5% | +220.6% |
| All | +246.0% | -54.5% | +300.5% | +220.6% |
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