+239.5%
ORCL vs KHC
-40.5%
+279.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.8% |
| 7D | -17.5% | +5.9% | -23.4% | -18.7% |
| 30D | -20.2% | +14.9% | -35.1% | -23.0% |
| 3M | -19.9% | 0.0% | -19.9% | -20.3% |
| 6M | -37.4% | +16.2% | -53.6% | -40.5% |
| YTD | -40.1% | +9.8% | -49.9% | -42.5% |
| 1Y | -53.4% | +12.1% | -65.4% | -55.6% |
| 3Y | +10.4% | -10.1% | +20.5% | +9.3% |
| 5Y | +29.8% | -13.9% | +43.6% | +28.2% |
| 10Y | +249.2% | -51.9% | +301.1% | +255.7% |
| All | +239.5% | -40.5% | +279.9% | +209.0% |
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