+366.3%
ORCL vs KHC
-41.6%
+407.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +5.3% | -1.8% | +7.0% | +5.6% |
| 30D | +10.0% | -1.9% | +11.8% | +10.3% |
| 3M | -32.6% | +14.4% | -47.0% | -35.4% |
| 6M | +4.9% | +8.7% | -3.8% | +1.5% |
| YTD | -17.8% | +7.8% | -25.5% | -20.4% |
| 1Y | -28.0% | -1.5% | -26.5% | -28.7% |
| 3Y | +36.0% | -9.9% | +45.9% | +34.4% |
| 5Y | +88.7% | -10.7% | +99.5% | +83.9% |
| 10Y | +346.9% | -55.7% | +402.6% | +371.4% |
| All | +366.3% | -41.6% | +407.9% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling