+36.1%
ORLY vs KHC
-12.8%
+48.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.1% | -2.5% | +0.4% | -1.7% |
| 30D | -7.6% | +0.5% | -8.2% | -7.8% |
| 3M | -5.5% | +3.0% | -8.5% | -6.1% |
| 6M | -9.7% | +6.6% | -16.3% | -10.8% |
| YTD | -6.2% | +5.8% | -12.0% | -7.4% |
| 1Y | -18.6% | -2.2% | -16.4% | -18.5% |
| All | +36.1% | -12.8% | +48.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling