+242.2%
ORCL vs KHC
-42.1%
+284.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.4% |
| 7D | -11.2% | +1.1% | -12.3% | -11.5% |
| 30D | -18.8% | +12.0% | -30.8% | -21.3% |
| 3M | -18.8% | +0.2% | -19.0% | -19.2% |
| 6M | -39.7% | +10.3% | -50.1% | -42.0% |
| YTD | -39.6% | +6.7% | -46.4% | -41.7% |
| 1Y | -51.7% | +10.9% | -62.6% | -54.0% |
| 3Y | +10.2% | -12.6% | +22.9% | +9.8% |
| 5Y | +30.8% | -16.3% | +47.1% | +30.0% |
| 10Y | +252.1% | -53.2% | +305.3% | +260.8% |
| All | +242.2% | -42.1% | +284.4% | +213.4% |
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