+13.8%
ORCL vs KHC
-9.8%
+23.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.8% |
| 7D | +8.0% | +2.0% | +5.9% | +8.5% |
| 30D | -4.0% | +10.6% | -14.6% | -1.5% |
| 3M | -19.5% | +0.5% | -20.0% | -18.8% |
| 6M | -33.5% | +12.1% | -45.5% | -31.3% |
| YTD | -34.8% | +8.9% | -43.7% | -32.7% |
| 1Y | -41.6% | +7.5% | -49.1% | -39.8% |
| 3Y | +13.8% | -10.7% | +24.5% | +26.2% |
| All | +13.8% | -9.8% | +23.6% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling