+454.2%
ORLY vs KHC
-41.4%
+495.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -3.5% | +8.3% | -11.9% | -5.8% |
| 6M | -9.2% | +5.0% | -14.2% | -10.8% |
| YTD | -5.8% | +8.0% | -13.8% | -8.4% |
| 1Y | -19.3% | -1.1% | -18.2% | -19.7% |
| 3Y | +34.4% | -10.7% | +45.2% | +35.8% |
| 5Y | +117.8% | -13.5% | +131.4% | +119.9% |
| 10Y | +356.9% | -55.4% | +412.3% | +416.3% |
| All | +454.2% | -41.4% | +495.6% | +450.8% |
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