+361.0%
ORLY vs KHC
-54.1%
+415.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.4% | -1.0% | -1.3% | -2.1% |
| 30D | -6.8% | +1.9% | -8.7% | -7.3% |
| 3M | -4.8% | +3.2% | -7.9% | -5.7% |
| 6M | -9.1% | +10.0% | -19.0% | -11.7% |
| YTD | -5.9% | +6.7% | -12.6% | -8.1% |
| 1Y | -20.4% | -0.9% | -19.5% | -20.8% |
| 3Y | +36.6% | -13.6% | +50.1% | +39.2% |
| 5Y | +117.3% | -12.8% | +130.2% | +118.9% |
| All | +361.0% | -54.1% | +415.1% | +391.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling