+91.4%
ORCL vs KHC
-10.4%
+101.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | +5.3% | -1.8% | +7.0% | +5.2% |
| 30D | +10.0% | -1.9% | +11.8% | +9.9% |
| 3M | -32.6% | +14.4% | -47.0% | -32.5% |
| 6M | +4.9% | +8.7% | -3.8% | +5.2% |
| YTD | -17.8% | +7.8% | -25.5% | -17.5% |
| 1Y | -28.0% | -1.5% | -26.5% | -27.4% |
| 3Y | +36.0% | -9.9% | +45.9% | +35.1% |
| All | +91.4% | -10.4% | +101.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling