+5.9%
OXY vs KHC
-54.5%
+60.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | +4.0% | +0.5% | +3.5% | +3.6% |
| 3M | +7.6% | +3.0% | +4.6% | +5.4% |
| 6M | +16.2% | +6.6% | +9.6% | +11.4% |
| YTD | +50.8% | +5.8% | +45.0% | +44.8% |
| 1Y | +34.7% | -2.2% | +36.9% | +33.4% |
| 3Y | -1.0% | -12.5% | +11.5% | +0.6% |
| 5Y | +163.2% | -13.6% | +176.8% | +161.5% |
| All | +5.9% | -54.5% | +60.4% | -1.4% |
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 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